On closedness of law-invariant convex sets in rearrangement invariant spaces

DOI10.1007/S00013-019-01398-3zbMath1445.46006arXiv1810.10374OpenAlexW3105102265WikidataQ114852566 ScholiaQ114852566MaRDI QIDQ2291679

Made Tantrawan, Denny H. Leung

Publication date: 31 January 2020

Published in: Archiv der Mathematik (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.10374

zbMATH Keywords

convex setsrearrangement invariant spacesFatou propertylaw-invariant

Mathematics Subject Classification ID

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) Convex sets in topological linear spaces; Choquet theory (46A55)

Related Items (6)

Automatic Fatou property of law-invariant risk measures ⋮ The order-type Banach-Saks properties ⋮ Law-invariant functionals that collapse to the mean ⋮ Bibounded \(uo\)-convergence and \(b\)-property in vector lattices ⋮ On the extension property of dilatation monotone risk measures ⋮ Law-Invariant Functionals on General Spaces of Random Variables

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Banach lattices
• Duality for unbounded order convergence and applications
• Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces
• Continuity properties of law-invariant (quasi-)convex risk functions on \(L^{\infty}\)
• The strong Fatou property of risk measures
• Maximum Lebesgue extension of monotone convex functions
• Law invariant risk measures have the Fatou property
• On the C‐property and ‐representations of risk measures
• Closedness of convex sets in Orlicz spaces with applications to dual representation of risk measures

This page was built for publication: On closedness of law-invariant convex sets in rearrangement invariant spaces