Conditional convex orders and measurable martingale couplings

DOI10.3150/16-BEJ827zbMath1387.60039arXiv1404.0999WikidataQ109746640 ScholiaQ109746640MaRDI QIDQ2405124

Lasse Leskelä, Matti Vihola

Publication date: 21 September 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.0999

zbMATH Keywords

conditional expectationcouplingsprobability kernelsconvex stochastic orderingincreasing convex stochastic ordering

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42)

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