Commonotonicity and Random Variables
arXiv:1905.04861
Abstract
It is proved that in suitable filtrations every pair of integrable random variables is the conditional expectation of a pair of commonotone integrable random variables.
3 pages
arXiv:1905.04861
It is proved that in suitable filtrations every pair of integrable random variables is the conditional expectation of a pair of commonotone integrable random variables.
3 pages