Abstract
The concept of monotonic stochastic processes was introduced by Skowroński [Aequationes mathematicae 44 (1992) 249–258]. In this paper, we introduce the concept of comonotonic stochastic processes. As an application, we propose the well-known Chebyshev type inequality for two comonotonic stochastic processes via the generalized mean-square stochastic integral.
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Agahi, H., Yadollahzadeh, M. Comonotonic stochastic processes and generalized mean-square stochastic integral with applications. Aequat. Math. 91, 153–159 (2017). https://doi.org/10.1007/s00010-016-0442-y
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DOI: https://doi.org/10.1007/s00010-016-0442-y