Convex orderings for stochastic processes

Bassan, Bruno, and Scarsini, Marco. "Convex orderings for stochastic processes." Commentationes Mathematicae Universitatis Carolinae 32.1 (1991): 115-118. <http://eudml.org/doc/247254>.

@article{Bassan1991,
abstract = {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.},
author = {Bassan, Bruno, Scarsini, Marco},
journal = {Commentationes Mathematicae Universitatis Carolinae},
keywords = {stochastic orders; convex orders; orders for random processes; convex orders; partial orderings for stochastic processes},
language = {eng},
number = {1},
pages = {115-118},
publisher = {Charles University in Prague, Faculty of Mathematics and Physics},
title = {Convex orderings for stochastic processes},
url = {http://eudml.org/doc/247254},
volume = {32},
year = {1991},
}

TY - JOUR
AU - Bassan, Bruno
AU - Scarsini, Marco
TI - Convex orderings for stochastic processes
JO - Commentationes Mathematicae Universitatis Carolinae
PY - 1991
PB - Charles University in Prague, Faculty of Mathematics and Physics
VL - 32
IS - 1
SP - 115
EP - 118
AB - 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.
LA - eng
KW - stochastic orders; convex orders; orders for random processes; convex orders; partial orderings for stochastic processes
UR - http://eudml.org/doc/247254
ER -