Dual Representation of Monotone Convex Functions on L0
Please always quote using this URN:urn:nbn:de:0296-matheon-10023
- We study monotone convex functions ψ : L0 (Ω, F, P) → (−∞, ∞], and derive a dual representation as well as conditions that ensure the existence of a σ-additive subgradient. The results are motivated by applications in economic agents’choice theory.