[FAM-news] reminder for upcoming seminars and talks

Sandra Trenovatz sandra at fam.tuwien.ac.at
Fri May 16 15:32:12 CEST 2014


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University of Vienna, Faculty of Mathematics
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Tu., 20.05.2014, 17:00, seminar room 10
Uni Wien, 1090 Wien, Oskar-Morgenstern-Platz 1, 2nd floor

    José Miguel Zapata (Univ. of Murcia & BBVA asset management, Spain)
    http://es.linkedin.com/pub/jose-miguel-zapata/28/46a/578
    "Locally L^0-convex modules and conditional risk measures"

Abstract:
Locally L^0-convex modules are thought to be the suitable analytic 
foundation for conditional risk measures. With respect this idea, we 
review the notion of locally L^0-convex topologies and provide a 
characterization theorem of locally L^0-convex topologies induced by a 
family of L^0-seminorms, giving a counterexample of a locally L^0-convex 
topology which cannot be induced by any family of L^0-seminorms. We also 
review some important results drawn from convex analysis and adapted to 
L^0-modules: hyperplane separation theorems for L^0-modules as well as 
continuity, subdifferentiability and a dual representation of 
Fenchel-Moreau type for L^0-convex functions from L^0-modules into L^0.

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