Convex orderings for stochastic processes

Marco Scarsini and Bruno Bassan

Post-Print from HAL

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.

Keywords: stochastic orders; convex orders; orders for random processes (search for similar items in EconPapers)
Date: 1991
References: Add references at CitEc
Citations:

Published in Commentationes Mathematicae Universitatis Carolinae, 1991, Vol. 32, N°1, pp. 115-118

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00542007

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().