Back to Search
Start Over
A pointwise bipolar theorem
- Publication Year :
- 2017
-
Abstract
- We provide a pointwise bipolar theorem for liminf-closed convex sets of positive Borel measurable functions on a sigma-compact metric space without the assumption that the polar is a tight set of measures. As applications we derive a version of the transport duality under non-tight marginals, and a superhedging duality for semistatic hedging in discrete time.
- Subjects :
- Pointwise
Pure mathematics
Applied Mathematics
General Mathematics
Regular polygon
Duality (optimization)
Functional Analysis (math.FA)
46N10, 46N30, 91G10
Set (abstract data type)
Mathematics - Functional Analysis
Metric space
Discrete time and continuous time
Bipolar theorem
FOS: Mathematics
Borel measure
Mathematics
Subjects
Details
- Language :
- English
- Database :
- OpenAIRE
- Accession number :
- edsair.doi.dedup.....a1b27c11debe5147686cb9263b0ffc27