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arXiv · 2303.09868

Conditional supremum in Riesz spaces and applications

Youssef Azouzi·Mohamed Amine Ben Amor·Dorsaf Cherif·Marwa Masmoudi
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Abstract

We extend the concept of conditional supremum to the measure-free setting of Riesz spaces via the conditional expectation operator. We explore its properties and show how this tool is crucial in generalizing various results across multiple disciplines to the framework of Riesz spaces. Among other applications, we utilize this concept in finance to derive characterizations of certain financial conditions.

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Youssef Azouzi, Mohamed Amine Ben Amor, Dorsaf Cherif, Marwa Masmoudi. 2023-03-17. Conditional supremum in Riesz spaces and applications. https://arxiv.org/abs/2303.09868

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