14 citations · 57 across the 17 of their papers we have counts for
6 papers · 1 filter
On -convex compactness in random locally convex modules
Mingzhi Wu, Xiaolin Zeng, Shien Zhao
For the study of some typical problems in finance and economics, Žitković %[G. Žitković, Convex compactness and its applications, Math. Finan. Eco., 3(1)(2010) 1--12] introduced co…
On random convex analysis
Tiexin Guo, Erxin Zhang, Mingzhi Wu +3
Recently, based on the idea of randomizing space theory, random convex analysis has been being developed in order to deal with the corresponding problems in random environments suc…
Some results on the Orlicz space generated from a random normed module
Mingzhi Wu, Long Long, Xiaolin Zeng
Noting the important role the abstract space has played in the development of random normed modules, in this paper we introduce and study the Orlicz space generated from a ra…
Random convex analysis (I): separation and Fenchel-Moreau duality in random locally convex modules
Tiexin Guo, Shien Zhao, Xiaolin Zeng
To provide a solid analytic foundation for the module approach to conditional risk measures, our purpose is to establish a complete random convex analysis over random locally conve…
Random convex analysis (II): continuity and subdifferentiability theorems in --pre--barreled random locally convex modules
Tiexin Guo, Shien Zhao, Xiaolin Zeng
In this paper, we continue to study random convex analysis. First, we introduce the notion of an --pre--barreled module. Then, we develop the theory of random duality under th…
On random convex analysis -- the analytic foundation of the module approach to conditional risk measures
Tiexin Guo, Shien Zhao, Xiaolin Zeng
To provide a solid analytic foundation for the module approach to conditional risk measures, this paper establishes a complete random convex analysis over random locally convex mod…