Convex Functions on Dual Orlicz Spaces


In the dual $L_{\Phi^*}$ of a $\Delta_2$-Orlicz space $L_\Phi$, that we call a dual Orlicz space, we show that a proper (resp. finite) convex function is lower semicontinuous (resp. continuous) for the Mackey topology... [ view full abstract ]


  1. Keita Owari (Ritsumeikan University)
  2. Freddy Delbaen (ETH Zurich)

Topic Areas

Optimal Investment , Optimization , Risk Measures


MO-P-UI » Risk Measures: Theory and Practice (14:30 - Monday, 16th July, Ui Chadhain)

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