Some Examples of Peacocks in a Markovian Set-Up

DOI10.1007/978-3-642-27461-9_15zbMath1266.60133OpenAlexW96554800MaRDI QIDQ2908747

Bernard Roynette, Antoine-Marie Bogso, Christophe Profeta

Publication date: 29 August 2012

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-27461-9_15

zbMATH Keywords

Markov processstochastic orderprocesses increasing in the convex orderpeacocksconditionally monotone processes

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Continuous-time Markov processes on general state spaces (60J25) Martingales with continuous parameter (60G44) Other notions of convexity in relation to several complex variables (32F17)

Related Items (2)

Peacocks Obtained by Normalisation: Strong and Very Strong Peacocks ⋮ Shadow martingales -- a stochastic mass transport approach to the peacock problem

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