A separating hyperplane theorem, the fundamental theorem of asset pricing, and Markov's principle

Publikation: Beitrag in Fachzeitschrift › Artikel › Forschung › Peer-Review

Autoren

  • Josef Berger
  • G. Svindland

Externe Organisationen

  • Ludwig-Maximilians-Universität München (LMU)
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Details

OriginalspracheEnglisch
Seiten (von - bis)1161-1170
Seitenumfang10
FachzeitschriftAnnals of pure and applied logic
Jahrgang167
Ausgabenummer11
PublikationsstatusVeröffentlicht - 1 Nov. 2016
Extern publiziertJa

Abstract

We prove constructively that every uniformly continuous convex function f:X→R + has positive infimum, where X is the convex hull of finitely many vectors. Using this result, we prove that a separating hyperplane theorem, the fundamental theorem of asset pricing, and Markov's principle are constructively equivalent. This is the first time that important theorems are classified into Markov's principle within constructive reverse mathematics.

ASJC Scopus Sachgebiete

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A separating hyperplane theorem, the fundamental theorem of asset pricing, and Markov's principle. / Berger, Josef; Svindland, G.
in: Annals of pure and applied logic, Jahrgang 167, Nr. 11, 01.11.2016, S. 1161-1170.

Publikation: Beitrag in Fachzeitschrift › Artikel › Forschung › Peer-Review

Berger J, Svindland G. A separating hyperplane theorem, the fundamental theorem of asset pricing, and Markov's principle. Annals of pure and applied logic. 2016 Nov 1;167(11):1161-1170. doi: 10.1016/j.apal.2016.05.003
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