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
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