Characterization of Compact Subsets of A with Respect to Weak Topology
نویسنده
چکیده
In this brief article we characterize the relatively compact subsets of A for the topology σ(A,R) (see below), by the weak compact subsets of L . The spaces R endowed with the weak topology induced by A, was recently employed to create the convex risk theory of random processes. The weak compact sets of A are important to characterize the so-called Lebesgue property of convex risk measures, to give a complete description of the Makcey topology on R and for their use in the optimization theory.
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