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Bruno Bassan, Marco Scarsini +LAN H@AHECI BH IJ?D=IJE? FH?AIIAI

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Bruno Bassan, Marco Scarsini

Convex orderings for stochastic processes

Comment.Math.Univ.Carolinae 32,1 (1991) 115-118.

Abstract: We consider partial orderings for stochastic processes induced by expec- tations of convex or increasing convex (concave or increasing concave) functionals.

We prove that these orderings are implied by the analogous finite dimensional or- derings.

Keywords: stochastic orders, convex orders, orders for random processes AMS Subject Classification: Primary 60G99; Secondary 60G07, 60E99

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