Separation by Jensen and affine stochastic processes
type: Item
instance of: scholarly article
title: Separation by Jensen and affine stochastic processes
zbMATH Open document ID: 1384.26035
author: Dawid Kotrys
author: Kazimierz Nikodem
published in: Aequationes Mathematicae
publication date: 2018-01-26T00:00:00Z
review text: 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.
reviewed by: Sorin-Mihai Grad
Mathematics Subject Classification ID: 26A51
Mathematics Subject Classification ID: 39B62
Mathematics Subject Classification ID: 60G99
zbMATH DE Number: 6830142
zbMATH Keywords: convex stochastic process
zbMATH Keywords: affine stochastic process
zbMATH Keywords: separation theorems
zbMATH Keywords: Hyers-Ulam stability
MaRDI profile type: Publication
full work available at URL: s00010-017-0528-1
OpenAlex ID: W2782114689
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DOI: 10.1007/S00010-017-0528-1
description: scientific article; zbMATH DE number 6830142