Dilatation monotonicity and convex order
type: Item
instance of: scholarly article
title: Dilatation monotonicity and convex order
zbMATH Open document ID: 1318.46054
author: Gregor Svindland
published in: Mathematics and Financial Economics
publication date: 2014-11-06T00:00:00Z
review text: The author shows that a convex, lower semicontinuous function on \(L^p\), \(p\geq1\), is law invariant if and only if it is monotonic with respect to convex order and if and only if it is dilatation monotonic. Moreover, dropping the assumption of convexity, for any lower semicontinuous function, dilatation monotonicity is equivalent to order monotonicity with respect to convex order.
reviewed by: Giovanni Puccetti
Mathematics Subject Classification ID: 46N10
Mathematics Subject Classification ID: 46N30
Mathematics Subject Classification ID: 91G99
zbMATH DE Number: 6366179
zbMATH Keywords: law invariance
zbMATH Keywords: convex order
zbMATH Keywords: uniform order
zbMATH Keywords: second-order stochastic dominance
zbMATH Keywords: dilatation monotonicity
MaRDI profile type: Publication
full work available at URL: s11579-013-0112-y
OpenAlex ID: W2008712683
cites work: Minimal topologies and \(L_p\)-spaces
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cites work: Q3254057
cites work: Optimal transport and the geometry of $L^{1}(\mathbb {R}^d)$
cites work: Measure preserving transformations and rearrangements
DOI: 10.1007/S11579-013-0112-Y
description: scientific article; zbMATH DE number 6366179