On the Minimal Extension of Increasing

نویسندگان

  • A. A. Lebedev
  • V. A. Lebedev
چکیده

Properties of increasing-weakly lower semicontinuous (LSC) sublinear functionals on the positive cone L 1 + are of importance for study miscellaneous non-controlled factors from a uniied viewpoint based on the notion of sublinear expectation 3, 4 and 5]. For every such functional N there are deened the class is proved and their description is given. The orders induced in L 11 by convex cones conjugate to K " = f' 2 L 1 : ' "k'kg, " > 0, are of substantial use in proving the theorem.

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تاریخ انتشار 1997