Arxiv
| Presentation Name： | Monetary utility functions on Orlicz spaces |
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| Presenter： | Professor Freddy Delbaen |
| Date🫗： | 2016-06-22 |
| Location👩🏿🚒： | 光华东主楼1501室 |
| Abstract： | We prove a weak^* dual relation for monetary utility functions defined on the dual of a Delta_2 Orlicz space. The result is based on the following technical lemma. If the sequence $/xi_n$ is in the dual of a $Delta_2$ Orlicz space and is a norm bounded sequence converging in probability, then there are convex combinations $/eta_n$ building an order bounded sequence that converges in probability. This lemma allows to check in an easy way whether convex sets are weak^* closed. |
| Annual Speech Directory👶🏿： | No.109 |
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