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JOURNALS // Chebyshevskii Sbornik // Archive

Chebyshevskii Sb., 2021 Volume 22, Issue 3, Pages 474–478 (Mi cheb1090)

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.

UDC: 517

Received: 28.05.2021
Revised: 30.06.2021
Accepted: 20.09.2021

DOI: 10.22405/2226-8383-2018-22-3-474-478



© Steklov Math. Inst. of RAS, 2025