Dual Representation Of Monotone Convex Functions On L-0

We study monotone convex functions psi : L-0 (Omega, F, P) -> (-infinity, infinity] and derive a dual representation as well as conditions that ensure the existence of a sigma-additive subgradient. The results are motivated by applications in economic agents' choice theory.


Published in:
Proceedings Of The American Mathematical Society, 139, 4073-4086
Year:
2011
Keywords:
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 Record created 2011-12-16, last modified 2018-09-13


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