The Kreps-Yan theorem for $L^\infty$

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dc.creatorRokhlin, Dmitry B.
dc.date2004-12-31
dc.date.accessioned2026-07-07T05:15:43Z
dc.date.available2026-07-07T05:15:43Z
dc.descriptionWe prove the following version of the Kreps-Yan theorem. For any norm closed convex cone $C\subset L^\infty$ such that $C\cap L_+^\infty=\{0\}$ and $C\supset -L_+^\infty$, there exists a strictly positive continuous linear functional, whose restriction on $C$ is non-positive. The proof uses some tools from convex analysis in contrast to the case of a weakly Lindelöf Banach space, where such approach is not needed.
dc.description8 pages
dc.identifierhttps://arxiv.org/abs/math/0412551
dc.identifierhttp://arxiv.org/abs/math/0412551
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/73727
dc.subjectFunctional Analysis
dc.subject46E30; 46B40
dc.titleThe Kreps-Yan theorem for $L^\infty$
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