首页 | 本学科首页   官方微博 | 高级检索  
     


Conditionally evenly convex sets and evenly quasi-convex maps
Authors:Marco Frittelli  Marco Maggis
Affiliation:Dipartimento di Matematica, Università degli Studi di Milano, Italy
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:Evenly convex set   Separation theorem   Bipolar theorem   L0  si1.gif"   overflow="  scroll"  >L0-modules   Nonlinear conditional expectation   Quasi-convex risk measures
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号