Geodesic
Convex orderings for stochastic processes
Commentationes Mathematicae Universitatis Carolinae, Tome 32 (1991) no. 1, pp. 115-118
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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.
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.
Classification : 60E99, 60G07, 60G99
Keywords: stochastic orders; convex orders; orders for random processes 
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Bassan, Bruno; Scarsini, Marco. Convex orderings for stochastic processes. Commentationes Mathematicae Universitatis Carolinae, Tome 32 (1991) no. 1, pp. 115-118. http://geodesic.mathdoc.fr/item/CMUC_1991_32_1_a11/

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