Dec 31, 2004 · We prove the following version of the Kreps-Yan theorem. For any norm closed convex cone C\subset L^\infty such that C\cap L_+^\infty=\{0\} and C\supset -L_
Missing: ∞. | Show results with:∞.
Jan 1, 2005 · following. Theorem 2.1. The Kreps-Yan theorem is valid for the ordered space (L∞,L∞. + ) with the norm topology. Recall that the dual of L ...
Jun 28, 2024 · We prove the following version of the Kreps-Yan theorem. For any norm closed convex cone C ⊂ L ∞ such that C∩L ∞ + = {0} and C ⊃ −L ∞ +, ...
Oct 27, 2005 · We prove the following version of the Kreps-Yan theorem. For any norm-closed convex cone C ⊂ L∞ such that C∩L+∞={0} and C⊃−L+∞, there exists ...
THE KREPS-YAN THEOREM FOR L∞. D. B. Rokhlin. Abstract. We prove the following version of the Kreps-Yan theorem. For any norm closed convex cone C ⊂ L∞ such ...
For p ∈ [1, ∞), the weak topology on Lp, denoted by σ(Lp,Lq), is the coarsest topology on Lp which makes all the linear functionals Y 7→ (Y,Z) continuous for ...
Dec 31, 2004 · We prove the following version of the Kreps-Yan theorem. For any norm closed convex cone $C\subset L^\infty$ such that $C\cap ...
Missing: ∞. | Show results with:∞.
Oct 1, 2019 · Theorem (Kreps-Yan): Fix conjugate p,q∈[1,∞] and suppose that C⊆lp is a convex cone with C⊇lp− and C∩lp+={0}. If C is closed in σ(lp,l ...
In probability theory, Yan's theorem is a separation and existence result. It is of particular interest in financial mathematics
The Kreps–Yan theorem for . Rokhlin, D.B. · International Journal of Mathematics and Mathematical Sciences (2005). Volume: 2005, Issue: 17, page 2749-2756 ...
Missing: L ∞.