Convex compactness and its applications
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Publication:1932529
DOI10.1007/s11579-010-0024-zzbMath1255.46038arXiv0709.2730OpenAlexW2112886934MaRDI QIDQ1932529
Publication date: 20 January 2013
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0709.2730
Fixed-point theorems (47H10) Stochastic processes (60G99) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10)
Related Items (22)
Characterisation of \(L^0\)-boundedness for a general set of processes with no strictly positive element ⋮ Strong supermartingales and limits of nonnegative martingales ⋮ SHADOW PRICES FOR CONTINUOUS PROCESSES ⋮ On \(L^0\)-convex compactness in random locally convex modules ⋮ A structural characterization of numéraires of convex sets of nonnegative random variables ⋮ The existence of dominating local martingale measures ⋮ Super‐replication with transaction costs under model uncertainty for continuous processes ⋮ Compactness principles for topological vector spaces ⋮ A strong law of large numbers for positive random variables ⋮ On utility maximization under convex portfolio constraints ⋮ Numéraire-invariant preferences in financial modeling ⋮ Uniform integrability and local convexity in \(\mathbb L^0\) ⋮ The super-replication theorem under proportional transaction costs revisited ⋮ Supermartingale deflators in the absence of a numéraire ⋮ Forward-convex convergence in probability of sequences of nonnegative random variables ⋮ Optimal investment with intermediate consumption under no unbounded profit with bounded risk ⋮ A simple characterization of tightness for convex solid sets of positive random variables ⋮ Two fixed point theorems in complete random normed modules and their applications to backward stochastic equations ⋮ No-arbitrage concepts in topological vector lattices ⋮ L0-convex compactness and its applications to random convex optimization and random variational inequalities ⋮ \(L\)-embedded Banach spaces and measure topology ⋮ Utility maximization with addictive consumption habit formation in incomplete semimartingale markets
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