Who to cite for fundamental mathematical definitions? I am using first-order stochastic dominance and I am wondering if I need to cite a source.

More generally, how should one cite well-known mathematical definitions -- Is it okay to cite a somewhat recent source (like a book that covers the topic) or should one go to the effort to track down where it was first introduced?
The objectives of the citation, imho are:


To point to some material that will give more details on the subject
To give credit to the original author


In recent works, you don't have a choice, because there won't be a detailed explanation in anywhere but the original article, which covers the second point as well.

For well established developments (old stuff), the original article might be unreadable, considering current standards. The figures improved considerably in the last 10 years.

Personally, whenever is easy, I do both, cite the original work AND a current accessible textbook on the subject. If the original work is too obscure, just cite the text. In these cases, point 1 is more important than point 2.