Conditionally evenly convex sets and evenly quasi-convex maps (Q2019223)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Conditionally evenly convex sets and evenly quasi-convex maps
scientific article

    Statements

    Conditionally evenly convex sets and evenly quasi-convex maps (English)
    0 references
    0 references
    0 references
    27 March 2015
    0 references
    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.
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    evenly convex set
    0 references
    separation theorem
    0 references
    bipolar theorem
    0 references
    \(L^0\)-modules
    0 references
    nonlinear conditional expectation
    0 references
    quasi-convex risk measures
    0 references
    0 references
    0 references
    0 references