General convex stochastic orderings and related martingale-type structures
نویسندگان
چکیده
منابع مشابه
Convex orderings for stochastic processes ∗
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.
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ژورنال
عنوان ژورنال: Advances in Applied Probability
سال: 2007
ISSN: 0001-8678,1475-6064
DOI: 10.1239/aap/1175266471