Dual spaces of cadlag processes
From MaRDI portal
Publication:2685902
DOI10.1016/j.spa.2022.11.017OpenAlexW3111550559MaRDI QIDQ2685902
Ari-Pekka Perkkiö, Teemu Pennanen
Publication date: 23 February 2023
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1803.00911
Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) General theory of stochastic processes (60G07) Applications of functional analysis in probability theory and statistics (46N30) Duality and reflexivity in normed linear and Banach spaces (46B10)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Stochastic finance. An introduction in discrete time.
- Convex analysis and measurable multifunctions
- Conjugate convex functions in optimal stochastic control
- Convex integral functionals of regular processes
- Measurability of linear operators in the Skorokhod topology
- Topological duals of locally convex function spaces
- Convex Risk Measures for Càdlàg Processes on Orlicz Hearts
- Absolutely continuous and singular stochastic control†
- Temps d'arrÊt optimal, théorie générale des processus et processus de Markov
- Compactness of stopping times
- [https://portal.mardi4nfdi.de/wiki/Publication:4148562 R�gularit� et continuit� des processus]
- Integral Representation Without Additivity
- Averaging Operators and Martingale Inequalities in Rearrangement Invariant Function Spaces
- Convex integral functionals of processes of bounded variation
This page was built for publication: Dual spaces of cadlag processes