Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A unified framework for utility maximization problems: An Orlicz space
  approach   We consider a stochastic financial incomplete market where the price
processes are described by a vector-valued semimartingale that is possibly
nonlocally bounded. We face the classical problem of utility maximization from
terminal wealth, with utility functions that are finite-valued over
$(a,\infty)$, $a\in\lbrack-\infty,\infty)$, and satisfy weak regularity
assumptions. We adopt a class of trading strategies that allows for stochastic
integrals that are not necessarily bounded from below. The embedding of the
utility maximization problem in Orlicz spaces permits us to formulate the
problem in a unified way for both the cases $a\in\mathbb{R}$ and $a=-\infty$.
By duality methods, we prove the existence of solutions to the primal and dual
problems and show that a singular component in the pricing functionals may also
occur with utility functions finite on the entire real line.

28
The categories of this paper are: alg-geom
29
The categories of this paper are: funct-an
5
The categories of this paper are: gr-qc
36
The categories of this paper are: cmp-lg
33
The categories of this paper are: plasm-ph
4
The categories of this paper are: cond-mat
13
The categories of this paper are: quant-ph
15
The categories of this paper are: nucl-ex
34
The categories of this paper are: chem-ph
10
The categories of this paper are: q-bio
35
The categories of this paper are: mtrl-th
21
The categories of this paper are: adap-org
0
The categories of this paper are: hep-ph
31
The categories of this paper are: ao-sci
6
The categories of this paper are: astro-ph
14
The categories of this paper are: math-ph