A Fenchel-Moreau Theorem for L0-Valued Functions
Journal of convex analysis, Tome 26 (2019) no. 2, pp. 593-603
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We establish a Fenchel-Moreau type theorem for proper convex functions $f\colon X\to \bar{L}^0$, where $(X, Y, \langle \cdot,\cdot \rangle)$ is a dual pair of Banach spaces and $\bar L^0$ is the space of all extended real-valued functions on a $\sigma$-finite measure space. We introduce the concept of stable lower semi-continuity which is shown to be equivalent to the existence of a dual representation \vspace*{-2mm} $$\smash{ f(x)=\sup_{y \in L^0(Y)} \left\{\langle x, y \rangle - f^\ast(y)\right\}, \quad x\in X,} $$ where $L^0(Y)$ is the space of all strongly measurable functions with values in $Y$, and $\langle \cdot,\cdot \rangle$ is understood pointwise almost everywhere. The proof is based on a conditional extension result and conditional functional analysis.
Classification : 46A20, 03C90, 46B22
Mots-clés : Fenchel-Moreau theorem, vector duality, semi-continuous extension, conditional functional analysis
@article{JCA_2019_26_2_JCA_2019_26_2_a11,
     author = {S. Drapeau and A. Jamneshan and M. Kupper},
     title = {A {Fenchel-Moreau} {Theorem} for {L\protect\textsuperscript{0}-Valued} {Functions}},
     journal = {Journal of convex analysis},
     pages = {593--603},
     year = {2019},
     volume = {26},
     number = {2},
     url = {http://geodesic.mathdoc.fr/item/JCA_2019_26_2_JCA_2019_26_2_a11/}
}
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S. Drapeau; A. Jamneshan; M. Kupper. A Fenchel-Moreau Theorem for L0-Valued Functions. Journal of convex analysis, Tome 26 (2019) no. 2, pp. 593-603. http://geodesic.mathdoc.fr/item/JCA_2019_26_2_JCA_2019_26_2_a11/