A note on convex ordering for stable stochastic integrals (Q2803999)

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scientific article; zbMATH DE number 6574550
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A note on convex ordering for stable stochastic integrals
scientific article; zbMATH DE number 6574550

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    A note on convex ordering for stable stochastic integrals (English)
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    27 April 2016
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    stochastic integrals
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    stable processes
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    convex ordering
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    martingales
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    forward-backward stochastic calculus
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