Conditional supremum in Riesz spaces and applications

التفاصيل البيبلوغرافية
العنوان: Conditional supremum in Riesz spaces and applications
المؤلفون: Azouzi, Youssef, Amor, Mohamed Amine Ben, Cherif, Dorsaf, Masmoudi, Marwa
سنة النشر: 2023
المجموعة: Mathematics
مصطلحات موضوعية: Mathematics - Functional Analysis
الوصف: We extend the concept of conditional supremum to the measure-free setting of Riesz spaces via the conditional expectation operator. We explore its properties and show how this tool is crucial in generalizing various results across multiple disciplines to the framework of Riesz spaces. Among other applications, we utilize this concept in finance to derive characterizations of certain financial conditions.
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/2303.09868
رقم الأكسشن: edsarx.2303.09868
قاعدة البيانات: arXiv