Duality for increasing convex functionals with countably many marginal constraints

Daniel Bartl, Patrick Cheridito, Michael Kupper, Ludovic Tangpi

Type: Article

Publication Date: 2016-11-10

Citations: 29

DOI: https://doi.org/10.1215/17358787-3750133

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arXiv (Cornell University) - View - PDF
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Banach Journal of Mathematical Analysis - View - PDF

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