Conditionally evenly convex sets and evenly quasi-convex maps (Q2019223)
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English | Conditionally evenly convex sets and evenly quasi-convex maps |
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Conditionally evenly convex sets and evenly quasi-convex maps (English)
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27 March 2015
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The aim of this paper is to give a conditional version of the representation of evenly quasi-convex maps. To this purpose, the notion of conditionally evenly convex set, an extension of the concept of evenly convex set, is introduced. In Section 2, a characterization of conditional even convexity is provided, and the conditional version of the bipolar theorem is proved. In Section 3, the new notion is applied in order to obtain the dual representation of conditionally evenly quasi-convex maps.
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evenly convex set
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separation theorem
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bipolar theorem
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\(L^0\)-modules
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nonlinear conditional expectation
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quasi-convex risk measures
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