Convex integral functionals
نویسندگان
چکیده
منابع مشابه
Convex integral functionals of regular processes
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 familiar classes of stochastic processes and its dual is identified with the space of optional Radon measures with essentially bounded variation. Combined with classical Banach space techniques, our results allow for sys...
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ژورنال
عنوان ژورنال: Transactions of the American Mathematical Society
سال: 1997
ISSN: 0002-9947,1088-6850
DOI: 10.1090/s0002-9947-97-01478-5