We first present an abstract principle for the interchange of infimization and integration over
spaces of mappings taking values in topological spaces. New conditions on the underlying …

This paper proves the existence of optimal stopping times via elementary functional analytic
arguments. The problem is first relaxed into a convex optimization problem over a closed …

In a strategic context, information (who knows what and before whom) plays a crucial role. In
this thesis, we consider game theory models with information, and we present a new model …

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This article characterizes conjugates and subdifferentials of convex integral functionals over
linear spaces of cadlag stochastic processes. The approach is based on new measurability …

This article studies optional and predictable projections of integrands and convex-valued
stochastic processes. The existence and uniqueness are shown under general conditions …

It follows from Michael's selection theory that a closed convex nonempty-valued mapping
from the Sorgenfrey line to a euclidean space is inner semicontinuous if and only if the …

This article characterizes topological duals of spaces of cadlag processes. We extend
functional analytic results of Dellacherie and Meyer that underlie many fundamental results …

This article characterizes topological duals of Fréchet spaces of stochastic processes. This is
done by analyzing the optional projection on spaces of cadlag processes whose pathwise …