Dual Representation of Quasiconvex Conditional Maps
classification
💱 q-fin.RM
math.PR
keywords
dualrepresentationconditionalmapsquasiconvexconvexexpectationsfunctions
read the original 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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