Convex Increasing Functionals on C_b(X) Spaces

2022/09/16 by Delbaen, Freddy
#47H07 #FOS: Mathematics #Functional Analysis (math.FA) #Optimization and Control (math.OC) #Probability (math.PR)

paper · doi:10.48550/arxiv.2209.08140

Abstract

We prove that convex functions on a C_b(X) space satisfying a mild continuity condition can be represented using sigma additive measures. This generalises a result of Cheridito, Kupper and Tangpi,

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