This paper has been motivated by general considerations on the topic of Risk Measures, which essentially are convex monotone maps de…ned on spaces of random variables, possibly with the so-called Fatou property. We show …rst that the celebrated Namioka-Klee theorem for linear, positive functionals holds also for convex monotone maps on Frechet lattices. It is well-known among the specialists th...

This paper surveys some recent results on the generation of implicitly given hypergraphs and their applications in Boolean and integer programming, data mining, reliability theory, and combinatorics. Given a monotone property π over the subsets of a finite set V , we consider the problem of incrementally generating the family Fπ of all minimal subsets satisfying property π, when π is given by a...

This paper considers a particular relationship defined over pairs of n-argument monotone Boolean functions. The relationship is of interest since we can show that if ( g, h ) satisfy it then for any n-argument monotone Boolean function f there is a close relationship between the combinational and monotone network complexities of the function (f /\ g) \/ h. We characterise the class of pairs of ...

We prove a lower bound of (n4/3 log1/3 n) on the randomized decision tree complexity of any nontrivial monotone n-vertex graph property, and of any nontrivial monotone bipartite graph property with bipartitions of size n. This improves the previous best bound of(n4/3) due to Hajnal [Haj91]. Our proof works by improving a graph packing lemma used in earlier work, and this improvement in turn s...

We study tent spaces on general measure spaces (Ω, μ). We assume that there exists a semigroup of positive operators on Lp(Ω, μ) satisfying a monotone property but do not assume any geometric/metric structure on Ω. The semigroup plays the same role as integrals on cones and cubes in Euclidean spaces. We then study BMO spaces on general measure spaces and get an analogue of Fefferman’s H1-BMO du...

This paper studies monotonicity and convexity properties of option prices in jump-diffusion models. In such models it is possible for a monotone contract function to give rise to an option price which is non-monotone in the underlying asset. This is connected to the fact that the no-crossing property, which holds for one-dimensional diffusions, may fail in the presence of jumps. We present a si...

As a corollary of the main resu!t of this paper (Theorem i) we show that if ~ i~ not S-dense, then I~[ ~< 1~ s [. This contains as special cases the results of Sauer [4] and Perles and Shelab [5], and of Karpovski and Milman [3]. Before stating Theorem l, we need one more definition; ~ c 3~ is monotone if f ¢ ~ , g e 3 ~ and f ~ g imply g ¢ ~ . Note ~.hat ~ s is monotone and that a monotone fam...