Browsing by Subject "Conditional N-demimartingales"
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(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, ...
(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 ...