摘要
引入非负随机变量关于条件期望的随机序和凸序，讨论了序成立的充要条件，保序性及应用．
Stochastic ordering and convex ordering for conditional expectations with respect to a σ algebra σ(Z) are introduced. The resrlts for the ordering mainly include equivalences, closure properties and applications.
出处
《厦门大学学报（自然科学版）》
CAS
CSCD
北大核心
1998年第3期336-339,共4页
Journal of Xiamen University：Natural Science
关键词
条件期望
随机序
凸序
Conditional expectation,Stochastic ordering, Convex ordering
