On convex stochastic processes
β Scribed by Kazimierz Nikodem
- Publisher
- Springer
- Year
- 1979
- Tongue
- English
- Weight
- 102 KB
- Volume
- 19
- Category
- Article
- ISSN
- 0001-9054
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
We discuss the weak convergence of convex stochastic processes. Let {Z.(t): t e T }, n >/ 1, be a sequence of stochastic processes, where T is an open convex set of R e, such that Z, : T ~ R is a convex function (for each ~o and each n), We show that {Z,(t):ts To} converges weakly to {Z(t):t ~ T}, f
The purpose of this paper is to study the conditions on a stochastic process under which the s-convex ordering and the s-increasing convex stochastic ordering between two random instants is transformed into a stochastic ordering of the same type between the states occupied by this process at these m