Extensions of convex functionals on convex cones

• Autorzy: E. Ignaczak , A. Paszkiewicz
• Języki publikacji: EN

Abstrakty

EN

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.

Słowa kluczowe

EN

Hilbert space; convex functional; convex cone

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 1998-1999
• Tom: 25
• Numer: 3
• Strony: 381-386

Daty

wydano

1998

otrzymano

1997-12-15

Twórcy

autor

E. Ignaczak

• Institute of Mathematics, Technical University of Szczecin, Piastów 17, 70-310 Szczecin, Poland

autor

A. Paszkiewicz

• Institute of Mathematics, University of Łódź, Banacha 22, 90-238 Łódź, Poland

Bibliografia

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• [2] R. B. Holmes, Geometric Functional Analysis and its Applications, Springer, Berlin, 1975.
• [3] E. Jouini, Market imperfections, equilibrium and arbitrage, in: Financial Mathematics, Lecture Notes in Math. 1656, Springer, Berlin, 1997, 247-307.
• [4] M. Musiela and M. Rutkowski, Martingale Methods in Financial Modeling, Springer, Berlin, 1997.
• [5] S. Rolewicz, Functional Analysis and Control Theory, PWN-Polish Sci. Publ., Warszawa, 1971.