◍wovepaper
SearchResearchersInstitutions
Sign in
researcher

T. Pennanen

32 papers hereh-index 241.8k citations101 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author5
  • first author18
  • middle author2
  • last author4

Across the 29 of 32 papers where every author was matched, so the position is known.

fields
  • math.OC12
  • q-fin.PR6
  • math.PR4
  • q-fin.RM2
  • q-fin.ST2
  • q-fin.TR2

identity via Semantic Scholar / OpenAlex

activity
20082026
most citedStochastic modeling of assets and liabilities with mortality risk

94 citations · 145 across the 20 of their papers we have counts for

collaborators
Showing math.PRShow all

4 papers · 1 filter

math.PR2020

Topological duals of Banach function spaces

Teemu Pennanen, Ari-Pekka Perkkiö

This paper studies topological duals of Banach function spaces (BFS). We assume a finite measure but our arguments extend to general locally convex function spaces whose topology i…

math.PR2018

Dual spaces of cadlag processes

Teemu Pennanen, Ari-Pekka Perkkiö

This article characterizes topological duals of spaces of cadlag processes. We obtain extensions of functional analytic results of Dellacherie and Meyer that underlie many fundamen…

math.PR2017

Convex duality in nonlinear optimal transport

Teemu Pennanen, Ari-Pekka Perkkiö

This article studies problems of optimal transport, by embedding them in a general functional analytic framework of convex optimization. This provides a unified treatment of a larg…

math.PR2015

Convex integral functionals of regular processes

Teemu Pennanen, Ari-Pekka Perkkiö

This article gives dual representations for convex integral functionals on the linear space of regular processes. This space turns out to be a Banach space containing many more fam…

◍wovepaper

Papers, researchers and institutions, woven together.

Explore
  • Search
  • Researchers
  • Institutions
Account
  • Library
  • Chat
Data
  • arXiv.org
  • Semantic Scholar
  • OpenAlex
  • Latest RSS
AboutContactPrivacyDevelopersllms.txtopenapi.json
Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.