• Title of article

    Conditionally evenly convex sets and evenly quasi-convex maps

  • Author/Authors

    Frittelli، نويسنده , , Marco and Maggis، نويسنده , , Marco، نويسنده ,

  • Issue Information
    دوهفته نامه با شماره پیاپی سال 2014
  • Pages
    16
  • From page
    169
  • To page
    184
  • Abstract
    Evenly convex sets in a topological vector space are defined as the intersection of a family of open half spaces. We introduce a generalization of this concept in the conditional framework and provide a generalized version of the bipolar theorem. This notion is then applied to obtain the dual representation of conditionally evenly quasi-convex maps, which turns out to be a fundamental ingredient in the study of quasi-convex dynamic risk measures.
  • Keywords
    Separation Theorem , L 0 -modules , Quasi-convex risk measures , Bipolar theorem , Nonlinear conditional expectation , Evenly convex set
  • Journal title
    Journal of Mathematical Analysis and Applications
  • Serial Year
    2014
  • Journal title
    Journal of Mathematical Analysis and Applications
  • Record number

    1564299