A version of the \(\mathcal G\)-conditional bipolar theorem in \(L^0(\mathbb R^d_+;\Omega,\mathcal F,\mathbb P)\)
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Publication:1780933
DOI10.1007/S10959-005-3512-YzbMath1077.46020OpenAlexW2315493224MaRDI QIDQ1780933
Publication date: 14 June 2005
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-005-3512-y
Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Duality theory for topological vector spaces (46A20)
Cites Work
- A general version of the fundamental theorem of asset pricing
- The asymptotic elasticity of utility functions and optimal investment in incomplete markets
- Semi-bornological spaces
- A multidimensional bipolar theorem in \(L^0(\mathbb {R}^d, \Omega , \mathcal {F},P)\).
- A generalization of a problem of Steinhaus
- On optimal terminal wealth under transaction costs
- A filtered version of the bipolar theorem of Brannath and Schachermayer
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