Theoretically speaking, there are four kinds of possibilities to define the random conjugate space of a random locally convex module. The purpose of this paper is to prove that among the four kinds there are only two ...Theoretically speaking, there are four kinds of possibilities to define the random conjugate space of a random locally convex module. The purpose of this paper is to prove that among the four kinds there are only two which are universally suitable for the current development of the theory of random conjugate spaces. In this process, we also obtain a somewhat surprising and crucial result: if the base (Ω,F, P) of a random normed module is nonatomic then the random normed module is a totally disconnected topological space when it is endowed with the locally L0-convex topology.展开更多
The purpose of this paper is to give a selective survey on recent progress in random metric theory and its applications to conditional risk measures.This paper includes eight sections.Section 1 is a longer introductio...The purpose of this paper is to give a selective survey on recent progress in random metric theory and its applications to conditional risk measures.This paper includes eight sections.Section 1 is a longer introduction,which gives a brief introduction to random metric theory,risk measures and conditional risk measures.Section 2 gives the central framework in random metric theory,topological structures,important examples,the notions of a random conjugate space and the Hahn-Banach theorems for random linear functionals.Section 3 gives several important representation theorems for random conjugate spaces.Section 4 gives characterizations for a complete random normed module to be random reflexive.Section 5 gives hyperplane separation theorems currently available in random locally convex modules.Section 6 gives the theory of random duality with respect to the locally L0-convex topology and in particular a characterization for a locally L0-convex module to be L0-pre-barreled.Section 7 gives some basic results on L0-convex analysis together with some applications to conditional risk measures.Finally,Section 8 is devoted to extensions of conditional convex risk measures,which shows that every representable L∞-type of conditional convex risk measure and every continuous Lp-type of convex conditional risk measure(1 ≤ p < +∞) can be extended to an L∞F(E)-type of σ,λ(L∞F(E),L1F(E))-lower semicontinuous conditional convex risk measure and an LpF(E)-type of T,λ-continuous conditional convex risk measure(1 ≤ p < +∞),respectively.展开更多
基金Supported by National Natural Science Foundation of China(Grant No.10871016)
文摘Theoretically speaking, there are four kinds of possibilities to define the random conjugate space of a random locally convex module. The purpose of this paper is to prove that among the four kinds there are only two which are universally suitable for the current development of the theory of random conjugate spaces. In this process, we also obtain a somewhat surprising and crucial result: if the base (Ω,F, P) of a random normed module is nonatomic then the random normed module is a totally disconnected topological space when it is endowed with the locally L0-convex topology.
基金supported by National Natural Science Foundation of China (Grant No.10871016)
文摘The purpose of this paper is to give a selective survey on recent progress in random metric theory and its applications to conditional risk measures.This paper includes eight sections.Section 1 is a longer introduction,which gives a brief introduction to random metric theory,risk measures and conditional risk measures.Section 2 gives the central framework in random metric theory,topological structures,important examples,the notions of a random conjugate space and the Hahn-Banach theorems for random linear functionals.Section 3 gives several important representation theorems for random conjugate spaces.Section 4 gives characterizations for a complete random normed module to be random reflexive.Section 5 gives hyperplane separation theorems currently available in random locally convex modules.Section 6 gives the theory of random duality with respect to the locally L0-convex topology and in particular a characterization for a locally L0-convex module to be L0-pre-barreled.Section 7 gives some basic results on L0-convex analysis together with some applications to conditional risk measures.Finally,Section 8 is devoted to extensions of conditional convex risk measures,which shows that every representable L∞-type of conditional convex risk measure and every continuous Lp-type of convex conditional risk measure(1 ≤ p < +∞) can be extended to an L∞F(E)-type of σ,λ(L∞F(E),L1F(E))-lower semicontinuous conditional convex risk measure and an LpF(E)-type of T,λ-continuous conditional convex risk measure(1 ≤ p < +∞),respectively.