A note on stochastic dominance, uniform integrability and lattice properties

DOI10.1112/blms.12371zbMath1459.60053arXiv1909.03740OpenAlexW3035960943MaRDI QIDQ5135366

Max Nendel

Publication date: 20 November 2020

Published in: Bulletin of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.03740

zbMATH Keywords

latticeweak topologyuniform integrabilitytightnessstochastic dominanceWasserstein-1 topology

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Convergence of probability measures (60B10)

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