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Conditional Interior and Conditional Closure of Random Sets
Journal of Optimization Theory and Applications ( IF 1.6 ) Pub Date : 2020-10-20 , DOI: 10.1007/s10957-020-01768-w
Meriam El Mansour , Emmanuel Lépinette

In this paper, we introduce two new types of conditional random set taking values in a Banach space: the conditional interior and the conditional closure. The conditional interior is a version of the conditional core, as introduced by A. Truffert and recently developed by Lepinette and Molchanov, and may be seen as a measurable version of the topological interior. The conditional closure is a generalization of the notion of conditional support of a random variable. These concepts are useful for applications in mathematical finance and conditional optimization.

中文翻译:

随机集的条件内部和条件闭包

在本文中,我们介绍了在 Banach 空间中取值的两种新型条件随机集:条件内部和条件闭包。条件内部是条件核的一个版本,由 A. Truffert 引入,最近由 Lepinette 和 Molchanov 开发,可以看作是拓扑内部的可测量版本。条件闭包是对随机变量的条件支持概念的概括。这些概念对于数学金融和条件优化中的应用非常有用。
更新日期:2020-10-20
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