Resumen de Lebesgue Property of Convex Risk Measures for Bounded Cadlag Processes
In this paper, we study the Lebesgue property for convex risk measures on the class of bounded c`adl`ag processes. For that, we characterize the compact subsets of a family of bounded variation processes, which is, of course, the topological dual of the bounded c`adl`ag processes, in an appropriate topology. We show that the Lebesgue property can be characterized in several equivalent ways.
