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Convex Increasing Functionals on $C_b(X)$ Spaces (2209.08140v1)
Published 16 Sep 2022 in math.FA, math.OC, and math.PR
Abstract: We prove that convex functions on a $C_b(X)$ space satisfying a mild continuity condition can be represented using sigma additive measures. This generalises a result of Cheridito, Kupper and Tangpi,
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