Comonotonic stochastic processes and generalized mean-square stochastic integral with applications

DOI10.1007/s00010-016-0442-yzbMath1361.60037OpenAlexW2528290825MaRDI QIDQ509623

Hamzeh Agahi, Milad Yadollahzadeh

Publication date: 17 February 2017

Published in: Aequationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00010-016-0442-y

zbMATH Keywords

Chebyshev inequalitycomonotonic stochastic processesgeneralized mean-square stochastic integral

Mathematics Subject Classification ID

Stochastic processes (60G99) Stochastic integrals (60H05) Inequalities for sums, series and integrals (26D15) Monotonic functions, generalizations (26A48)

Related Items (3)

Some stochastic \textit{H H}-divergences in information theory ⋮ Some integral inequalities of the Hermite-Hadamard type for s-convex stochastic processes on n-coordinates ⋮ On Hermite-Hadamard inequality for \(h\)-convex stochastic processes

Cites Work

• Refinements of mean-square stochastic integral inequalities on convex stochastic processes
• Remarks on strongly convex stochastic processes
• Hermite-Hadamard inequality for convex stochastic processes
• On convex stochastic processes
• On some properties of \(J\)-convex stochastic processes
• The Fractional Calculus for Some Stochastic Processes
• Stochastic convexity and its applications

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