Dual Representation of Quasiconvex Conditional Maps

Published 20 Jan 2010 in q-fin.RM and math.PR | (1001.3644v2)

Abstract: 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.

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