Convex orderings for stochastic processes
Commentationes Mathematicae Universitatis Carolinae, Tome 32 (1991) no. 1, pp. 115-118.

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

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
@article{CMUC_1991__32_1_a11,
     author = {Bassan, Bruno and Scarsini, Marco},
     title = {Convex orderings for stochastic processes},
     journal = {Commentationes Mathematicae Universitatis Carolinae},
     pages = {115--118},
     publisher = {mathdoc},
     volume = {32},
     number = {1},
     year = {1991},
     mrnumber = {1118294},
     zbl = {0731.60048},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/CMUC_1991__32_1_a11/}
}
TY  - JOUR
AU  - Bassan, Bruno
AU  - Scarsini, Marco
TI  - Convex orderings for stochastic processes
JO  - Commentationes Mathematicae Universitatis Carolinae
PY  - 1991
SP  - 115
EP  - 118
VL  - 32
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/CMUC_1991__32_1_a11/
LA  - en
ID  - CMUC_1991__32_1_a11
ER  - 
%0 Journal Article
%A Bassan, Bruno
%A Scarsini, Marco
%T Convex orderings for stochastic processes
%J Commentationes Mathematicae Universitatis Carolinae
%D 1991
%P 115-118
%V 32
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/CMUC_1991__32_1_a11/
%G en
%F CMUC_1991__32_1_a11
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/