Lower semicontinuity of monotone functionals in the mixed topology on \(C_b\)

DOI10.1007/s00780-024-00552-2MaRDI QIDQ6659483

Max Nendel

Publication date: 9 January 2025

Published in: Finance and Stochastics (Search for Journal in Brave)

zbMATH Keywords

lower semicontinuityChoquet integralrisk measuremixed topologystar-shapedMackey topologymonotone functionalcontinuity from below

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Contents, measures, outer measures, capacities (28A12) Duality theory for topological vector spaces (46A20)

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