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math.FA2015★ 18 cited
Duality for increasing convex functionals with countably many marginal constraints
Daniel Bartl, Patrick Cheridito, Michael Kupper +1
In this work we derive a convex dual representation for increasing convex functionals on a space of real-valued Borel measurable functions defined on a countable product of metric…
math.FA2015
Representation of increasing convex functionals with countably additive measures
Patrick Cheridito, Michael Kupper, Ludovic Tangpi
We derive two types of representation results for increasing convex functionals in terms of countably additive measures. The first is a max-representation of functionals defined on…