Convex Duality in Stochastic Optimization and Mathematical Finance (vol 36, pg 340, 2011)
成果类型：
Correction
署名作者：
Pennanen, Teemu
署名单位：
University of London; King's College London
刊物名称：
MATHEMATICS OF OPERATIONS RESEARCH
ISSN/ISSBN：
0364-765X
DOI：
10.1287/moor.2015.0750
发表日期：
2016
页码：
732-733
关键词：
摘要：
In Pennanen [2] [Pennanen T (2011) Convex duality in stochastic optimization and mathematical finance. Math. Oper. Res. 36(2):340-362], Theorem 2.2 is not valid as stated. It omits certain integrability conditions that are needed in general. The additional conditions are satisfied in most of the applications given in Pennanen [2]. For the remaining ones, sufficient conditions are given below. The topological results in Section 5 remain unaffected. A corrected version is given.