Abstract
It follows from Michael’s selection theory that a closed convex nonempty-valued mapping from the Sorgenfrey line to a euclidean space is inner semicontinuous if and only if the mapping can be represented as the image closure of right-continuous selections of the mapping. This article gives necessary and sufficient conditions for the representation to hold for càdlàg selections, i.e., for selections that are right-continuous and have left limits. The characterization is motivated by continuous time stochastic optimization problems over càdlàg processes. Here, an application to integral functionals of càdlàg functions is given.
Dokumententyp: | Zeitschriftenartikel |
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Fakultät: | Mathematik, Informatik und Statistik > Mathematik > Finanz- und Versicherungsmathematik |
Themengebiete: | 500 Naturwissenschaften und Mathematik > 510 Mathematik |
URN: | urn:nbn:de:bvb:19-epub-109922-1 |
ISSN: | 1877-0533 |
Sprache: | Englisch |
Dokumenten ID: | 109922 |
Datum der Veröffentlichung auf Open Access LMU: | 19. Mrz. 2024, 06:29 |
Letzte Änderungen: | 08. Aug. 2024, 15:13 |