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Marco Maggis

Publications and source records attributed to Marco Maggis.

20 records · Page 2Linked to original sources

Conditionally Evenly Convex Sets and Evenly Quasi-Convex Maps

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.

math.PR↗

Dual Representation of Quasiconvex Conditional Maps

We provide a dual representation of quasiconvex maps between two lattices of random variables in terms of conditional expectations. This generalizes the dual representation of quasiconvex real valued functions and the dual representation of conditional convex maps.

q-fin.RM↗