For a contingent differential equation that takes values in the closed, convex, nonempty subsets of a Banach space E, we prove an existence theorem and we investigate the extendability of solutions and the closedness and continuity properties of solution funnels. We consider first a space E that is separable and reflexive and then a space E with a separable second dual space. We also consider t...

In this paper, we study generalized quasi-variational relation problems in locally G-convex spaces. Using the Kakutani-Fan-Glicksberg fixed-point theorem for upper semicontinuous set-valued mapping with nonempty closed acyclic values, we establish an existence theorem of a solution set for these problems. Moreover, the stability and closedness of the solution set for these problems are also obt...

We study the superreplication of contingent claims under model uncertainty in discrete time. We show that optimal superreplicating strategies exist in a general measure-theoretic setting; moreover, we characterize the minimal superreplication price as the supremum over all continuous linear pricing functionals on a suitable Banach space. The main ingredient is a closedness result for the set of...