13 citations · 24 across the 4 of their papers we have counts for
4 papers
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…
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…