Displaying similar documents to “The expected-projection method: Its behavior and applications to linear operator equations and convex optimization.”

Convex orderings for stochastic processes

Bruno Bassan, Marco Scarsini (1991)

Commentationes Mathematicae Universitatis Carolinae


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.