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ArticleOriginal scientific text

Title

Extensions of convex functionals on convex cones

Authors 1, 2

Affiliations

  1. Institute of Mathematics, Technical University of Szczecin, Piastów 17, 70-310 Szczecin, Poland
  2. Institute of Mathematics, University of Łódź, Banacha 22, 90-238 Łódź, Poland

Abstract

We prove that under some topological assumptions (e.g. if M has nonempty interior in X), a convex cone M in a linear topological space X is a linear subspace if and only if each convex functional on M has a convex extension on the whole space X.

Keywords

ENG
Hilbert space, convex functional, convex cone

Bibliography

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  3. E. Jouini, Market imperfections, equilibrium and arbitrage, in: Financial Mathematics, Lecture Notes in Math. 1656, Springer, Berlin, 1997, 247-307.
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Applicationes Mathematicae
1998-1999/25/3
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Pages:
381-386
Main language of publication
English
Received
1997-12-15
Published
1998
Exact and natural sciences