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Law-Invariant Functionals on General Spaces of Random Variables - MaRDI portal

Law-Invariant Functionals on General Spaces of Random Variables (Q4987718)

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scientific article; zbMATH DE number 7343459
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Law-Invariant Functionals on General Spaces of Random Variables
scientific article; zbMATH DE number 7343459

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    Law-Invariant Functionals on General Spaces of Random Variables (English)
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    4 May 2021
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    law invariance
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    Schur convexity
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    dilation monotonicity
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    extension results
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    quantile representations
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    Kusuoka representations
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    infimal convolutions
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