A Representation of Risk Measures

Un ensemble convexe C est fermé si et seulement si il est égal à l'intersection de tous les demi-espaces fermés le contenant.... 3.1.4 Enveloppe convexe sci

of time with locally bounded variation; this allows for a vector measure, on the considered time interval, to play the role of

tinuous functions. The method used here generalises the results from reference [9]. For additional information we refer the reader to [1]. We remark that the notations used

turn out to be Hillbert spaces, and Plancherel’s theorem does hold for Hil- bert space valued functions.. are Hilbert spaces. To sum np : Extending the method

(c) For every complex Banach space E, the pair E c= (7 EE E" always satisfies condition (6); thus holomorphic extensions of the type indicated in the theorem are always

Toute utili- sation commerciale ou impression systématique est constitutive d’une infraction pénale.. Toute copie ou impression de ce fichier doit conte- nir la présente mention

Toute utili- sation commerciale ou impression systématique est constitutive d’une infraction pénale.. Toute copie ou impression de ce fichier doit conte- nir la présente mention

In [19], we paid some attention to the L^-spaces, induced by a pseudo L°°-space in a way as described by J.-P. Bertrandias in [2]. In the present paper, we concentrate on the