Convex orderings for stochastic processes
Bassan, Bruno ; Scarsini, Marco
Commentationes Mathematicae Universitatis Carolinae, Tome 32 (1991), p. 115-118 / Harvested from Czech Digital Mathematics Library
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We consider partial orderings for stochastic processes induced by expectations of convex or increasing convex (concave or increasing concave) functionals. We prove that these orderings are implied by the analogous finite dimensional orderings.

Publié le : 1991-01-01
Classification:  60E99,  60G07,  60G99 
@article{116947,
     author = {Bruno Bassan and Marco Scarsini},
     title = {Convex orderings for stochastic processes},
     journal = {Commentationes Mathematicae Universitatis Carolinae},
     volume = {32},
     year = {1991},
     pages = {115-118},
     zbl = {0731.60048},
     mrnumber = {1118294},
     language = {en},
     url = {http://dml.mathdoc.fr/item/116947}
}

Bassan, Bruno; Scarsini, Marco. Convex orderings for stochastic processes. Commentationes Mathematicae Universitatis Carolinae, Tome 32 (1991) pp. 115-118. http://gdmltest.u-ga.fr/item/116947/

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