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.

Conditionally evenly convex sets and evenly quasi-convex maps / M. Frittelli, M. Maggis. - In: JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS. - ISSN 0022-247X. - 413:1(2014), pp. 169-184.

Conditionally evenly convex sets and evenly quasi-convex maps

M. Frittelli;M. Maggis
2014

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.
Evenly convex set; Separation theorem; Bipolar theorem; L-0-modules; Nonlinear conditional expectation; Quasi-convex risk measures
Settore MAT/05 - Analisi Matematica
Settore MAT/06 - Probabilita' e Statistica Matematica
Settore SECS-S/06 - Metodi mat. dell'economia e Scienze Attuariali e Finanziarie
2014
Article (author)
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2434/228171
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