Showing 1 - 6 of 6
In this paper, we investigate convex semigroups on Banach lattices. First, we consider the case, where the Banach lattice is σ-Dedekind complete and satisfies a monotone convergence property, having Lp-spaces in mind as a typical application. Second, we consider monotone convex semigroups on a...
Persistent link: https://www.econbiz.de/10012062770
Based on the convergence of their infinitesimal generators in the mixed topology, we provide a stability result for strongly continuous convex monotone semigroups on spaces of continuous functions. In contrast to previous results, we do not rely on the theory of viscosity solutions but use a...
Persistent link: https://www.econbiz.de/10014284976
In this paper, we investigate convex semigroups on Banach lattices with order continuous norm, having Lp-spaces in mind as a typical application. We show that the basic results from linear C0-semigroup theory extend to the convex case. We prove that the generator of a convex C0-semigroup is...
Persistent link: https://www.econbiz.de/10015422724
We consider convex monotone semigroups on a Banach lattice, which is assumed to be a Riesz subspace of a σ -Dedekind complete Banach lattice with an additional assumption on the dual space. As typical examples, we consider the space of bounded uniformly continuous functions and the space of...
Persistent link: https://www.econbiz.de/10015423936
In this paper, we explore a static setting for the assessment of risk in the context of mathematical finance and actuarial science that takes into account model uncertainty in the distribution of a possibly infinite-dimensional risk factor. We study convex risk functionals that incorporate a...
Persistent link: https://www.econbiz.de/10015433904
We study semigroups of convex monotone operators on spaces of continuous functions and their behaviour with respect to Г-convergence. In contrast to the linear theory, the domain of the generator is, in general, not invariant under the semigroup. To overcome this issue, we consider different...
Persistent link: https://www.econbiz.de/10012880662