6 citations · 13 across the 11 of their papers we have counts for
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math.OC2018
Convex integral functionals of cadlag processes
Ari-Pekka Perkkiö, Erick Treviño-Aguilar
This article characterizes conjugates and subdifferentials of convex integral functionals over linear spaces of cadlag stochastic processes. The approach is based on new measurabil…
math.OC2018
Optimal stopping without Snell envelopes
Teemu Pennanen, Ari-Pekka Perkkiö
This paper proves the existence of optimal stopping times via elementary functional analytic arguments. The problem is first relaxed into a convex optimization problem over a close…
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…