Convex integral functionals of processes of bounded variation

zbMath1390.60141arXiv1605.07939MaRDI QIDQ4609981

Teemu Pennanen, Ari-Pekka Perkkiö

Publication date: 27 March 2018

Full work available at URL: https://arxiv.org/abs/1605.07939

zbMATH Keywords

probability spaceintegral functionalessentially bounded variationleft-continuous process

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Martingales and classical analysis (60G46)

Related Items

Dual spaces of cadlag processes, Optimality Conditions for Convex Stochastic Optimization Problems in Banach Spaces with Almost Sure State Constraints

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