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Randomized versions of Mazur lemma and Krein-Smulian theorem

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  • Jose Miguel Zapata

Abstract

We extend to the framework of locally $L^0$-convex modules some results from classical convex analysis. Namely, randomized versions of Mazur lemma and Krein-Smulian theorem under mild stability properties are provided.

Suggested Citation

  • Jose Miguel Zapata, 2014. "Randomized versions of Mazur lemma and Krein-Smulian theorem," Papers 1411.6256, arXiv.org, revised Jun 2017.
  • Handle: RePEc:arx:papers:1411.6256
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    References listed on IDEAS

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    4. Philippe Artzner & Freddy Delbaen & Jean‐Marc Eber & David Heath, 1999. "Coherent Measures of Risk," Mathematical Finance, Wiley Blackwell, vol. 9(3), pages 203-228, July.
    5. Hans Föllmer & Alexander Schied, 2002. "Convex measures of risk and trading constraints," Finance and Stochastics, Springer, vol. 6(4), pages 429-447.
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