Browsing by Subject "Conditional N-demimartingales"

Now showing items 1-2 of 2

    • Article  

      The Conditional Convex Order and a Comparison Inequality 

      Christofides, Tasos C.; Hadjikyriakou, M. (2015)
      In this article, we define the conditional convex order, that is, a stochastic ordering between random variables given a sub-σ-algebra F. For the conditional convex order, we present a few representative results. In addition, ...
    • Article  

      Conditional demimartingales and related results 

      Christofides, Tasos C.; Hadjikyriakou, M. (2013)
      In this paper we deal with the classes of F-demimartingales and conditional N-demimartingales and for these new classes of random objects we provide a number of maximal and moment inequalities as well as related asymptotic ...