A pointwise bipolar theorem

Bartl, Daniel; Kupper, Michael

doi:10.1090/proc/14231

A pointwise bipolar theorem
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by Daniel Bartl and Michael Kupper

Proc. Amer. Math. Soc. 147 (2019), 1483-1495

DOI: https://doi.org/10.1090/proc/14231

Published electronically: December 31, 2018

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Abstract:

We provide a pointwise bipolar theorem for $\liminf$-closed convex sets of positive Borel measurable functions on a $\sigma$-compact metric space without the assumption that the polar is a tight set of measures. As applications we derive a version of the transport duality under nontight marginals, and a superhedging duality for semistatic hedging in discrete time.

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