Separation by Jensen and affine stochastic processes

DOI10.1007/S00010-017-0528-1MaRDI QIDQ1692284zbMATH OpenOpenAlexFDO

Authors Dawid Kotrys, Kazimierz Nikodem

Publication date 26 January 2018

Published in Aequationes Mathematicae (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s00010-017-0528-1

zbMATH Keywords

affine stochastic processconvex stochastic processHyers-Ulam stabilityseparation theorems

Mathematics Subject Classification ID

Convexity of real functions in one variable, generalizations (26A51) Functional inequalities, including subadditivity, convexity, etc. (39B62) Stochastic processes (60G99)

Review text

Motivated and inspired by the Hahn-Banach separation theorem for a convex and a concave function, the authors provide in this note characterizations of pairs of stochastic processes that can be separated by Jensen and by affine stochastic processes, respectively. Several consequences of the main results are discussed as well, new stability results of Hyers-Ulam-type being derived.

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Cited in

(4)

• Quasiconvex stochastic processes and a separation theorem
• Separation by convex and strongly convex stochastic processes
• An attempt to separate \(A \rightarrow B\) process spectra. Separation by minimum overlapping method SEMILAM
• General stochastic separation theorems with optimal bounds

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