arXiv Open Access 2019

Commonotonicity and $L^1$ Random Variables

Freddy Delbaen

Lihat Sumber

Abstrak

It is proved that in suitable filtrations every pair of integrable random variables is the conditional expectation of a pair of commonotone integrable random variables.

Topik & Kata Kunci

math.PR

Penulis (1)

Freddy Delbaen

Format Sitasi

APA MLA BibTeX

Delbaen, F. (2019). Commonotonicity and $L^1$ Random Variables. https://arxiv.org/abs/1905.04861

Akses Cepat

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Informasi Jurnal

Tahun Terbit: 2019
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓