Risk measure on vector lattices

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:李磊(南开大学)
:2024-07-30 10:30
:海韵园数理大楼686会议室

报告人:李磊(南开大学)

 间:202473010:30

 点:海韵园数理大楼686会议室

内容摘要:

Let X be a r.i. Banach function space and $\rho$ is a proper, convex increasing functional, we are interested in the interplay between law invariance and order semicontinuity. In this talk, we will show that if $\rho$ is real-valued and law invariant, then both order and  $\sigma(X, X_n^\sim)$ lower semicontinuity are automatic at every $z\in X$ such that $z^-\in X_a$. This is the joint work with S. Chen, D. Leung and N. Gao.

人简介

李磊,南开大学数学科学学院教授、博士生导师。曾任台湾中山大学博士后研究员,英国玛丽女王学院访问学者。主要研究方向为泛函分析,已在Math. Ann., J. Funct. Analysis, J. Algebra, Israel J. Math., JOT等期刊发表SCI论文50多篇.

 

联系人:程庆进