Applying Itō's motto: ``Look at the infinite dimensional picture'' by constructing sheets to obtain processes increasing in the convex order (Q1945283)
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scientific article; zbMATH DE number 6151202
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Applying Itō's motto: ``Look at the infinite dimensional picture'' by constructing sheets to obtain processes increasing in the convex order |
scientific article; zbMATH DE number 6151202 |
Statements
Applying Itō's motto: ``Look at the infinite dimensional picture'' by constructing sheets to obtain processes increasing in the convex order (English)
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5 April 2013
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convex order
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1-martingale
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PCOC
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Lévy sheet
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Sato sheet
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Gaussian sheet
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0.83658504
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0.83217996
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0.8174057
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0.8133981
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0.8059852
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0.8051261
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0.8022661
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