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 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
AMS Subject Classification: Primary 60G99; Secondary 60G07, 60E99