Separation by Jensen and affine stochastic processes (Q1692284)
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scientific article; zbMATH DE number 6830142
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Separation by Jensen and affine stochastic processes |
scientific article; zbMATH DE number 6830142 |
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Separation by Jensen and affine stochastic processes (English)
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26 January 2018
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Motivated and inspired by the Hahn-Banach separation theorem for a convex and a concave function, the authors provide in this note characterizations of pairs of stochastic processes that can be separated by Jensen and by affine stochastic processes, respectively. Several consequences of the main results are discussed as well, new stability results of Hyers-Ulam-type being derived.
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convex stochastic process
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affine stochastic process
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separation theorems
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Hyers-Ulam stability
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