On convex stochastic processes.
Kazimierz Nikodem (1980)
Aequationes mathematicae
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Displaying similar documents to “Convex orderings for stochastic processes”
On convex stochastic processes.
On some properties of J-convex stochastic processes.
Arkadiusz Skowronski (1992)
Aequationes mathematicae
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On capital allocation for stochastic arrangement increasing actuarial risks
Xiaoqing Pan, Xiaohu Li (2017)
Dependence Modeling
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This paper studies the increasing convex ordering of the optimal discounted capital allocations for stochastic arrangement increasing risks with stochastic arrangement decreasing occurrence times. The application to optimal allocation of policy limits is presented as an illustration as well.
Stochastic Ordering and Schur-Convex Functions in Comparison of Linear Experiments.
C. Stepniak (1989)
Metrika
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Stochastic differential inclusions
Michał Kisielewicz (1999)
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
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The definition and some existence theorems for stochastic differential inclusion dZₜ ∈ F(Zₜ)dXₜ, where F and X are set valued stochastic processes, are given.
Tightness of Continuous Stochastic Processes
Michał Kisielewicz (2006)
Discussiones Mathematicae Probability and Statistics
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Some sufficient conditins for tightness of continuous stochastic processes is given. It is verified that in the classical tightness sufficient conditions for continuous stochastic processes it is possible to take a continuous nondecreasing stochastic process instead of a deterministic function one.
Prospective Kolmogorov equation of non-Markovian stochastic processes
A. Plucińska (1971)
Applicationes Mathematicae
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Properties of solution set of stochastic inclusions.
Kisielewicz, Michał (1993)
Journal of Applied Mathematics and Stochastic Analysis
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Stochastic differential inclusions
Michał Kisielewicz (1997)
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
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The definition and some existence theorems for stochastic differential inclusions depending only on selections theorems are given.
Example of continuous second-order stochastic process with prescribed finite multiplicity
Z. Ivković, J. Vukmirović (1976)
Matematički Vesnik
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Equations in differentials in the algebra of generalized stochastic processes
Nadzeya V. Bedziuk, Aleh L. Yablonski (2010)
Banach Center Publications
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We consider an ordinary or stochastic nonlinear equation with generalized coefficients as an equation in differentials in the algebra of new generalized functions in the sense of [8]. Consequently, the solution of such an equation is a new generalized function. We formulate conditions under which the solution of a given equation in the algebra of new generalized functions is associated with an ordinary function or process. Moreover the class of all possible associated functions and processes...
Introduction to the Theory of the It-type Stochastic Integrals and Stochastic Differential Equations
Svetlana Janković (1998)
Zbornik Radova
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Stochastic comparison of multivariate random sums
Rafał Kulik (2003)
Applicationes Mathematicae
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We establish preservation results for the stochastic comparison of multivariate random sums of stationary, not necessarily independent, sequences of nonnegative random variables. We consider convex-type orderings, i.e. convex, coordinatewise convex, upper orthant convex and directionally convex orderings. Our theorems generalize the well-known results for the stochastic ordering of random sums of independent random variables.