On closedness of law-invariant convex sets in rearrangement invariant spaces

Made Tantrawan and Denny H. Leung

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Abstract: This paper presents relations between several types of closedness of a law-invariant convex set in a rearrangement invariant space $\mathcal{X}$. In particular, we show that order closedness, $\sigma(\mathcal{X},\mathcal{X}_n^\sim)$-closedness and $\sigma(\mathcal{X},L^\infty)$-closedness of a law-invariant convex set in $\mathcal{X}$ are equivalent, where $\mathcal{X}_n^\sim$ is the order continuous dual of $\mathcal{X}$. We also provide some application to proper quasiconvex law-invariant functionals with the Fatou property.

Date: 2018-10, Revised 2019-12
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Published in Archiv der Mathematik. Published online on 16 November 2019

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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:1810.10374

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