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BRIEF MESSAGE
On a property of the Fenchel transform
A. A. Farvazova Lomonosov Moscow State University (Moscow)
Abstract:
We consider the class of functions $\Phi \colon \mathbb{R} \to [0, + \infty]$, which are lower semicontinuous, even, convex and $ \Phi (0) = 0 $. The Fenchel transform $\Psi$ from $\Phi$ also belongs to this class of functions. We will define functions that play the role of derivatives for all functions from our class and prove that these functions are mutually inverse in a generalized sense.
Keywords:
utility maximization, Orlicz space, Fenchel transform.
Received: 28.05.2021 Revised: 30.06.2021 Accepted: 20.09.2021
Citation:
A. A. Farvazova, “On a property of the Fenchel transform”, Chebyshevskii Sb., 22:3 (2021), 474–478
Linking options:
https://www.mathnet.ru/eng/cheb1090 https://www.mathnet.ru/eng/cheb/v22/i3/p474
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