On ℝd-valued peacocks

DOI10.1051/ps/2012009zbMath1291.60085OpenAlexW2145294161MaRDI QIDQ5408478

Francis Hirsch, Bernard Roynette

Publication date: 10 April 2014

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/ps/2012009

zbMATH Keywords

martingaleconvex orderpeacock

Mathematics Subject Classification ID

Gaussian processes (60G15) Inequalities; stochastic orderings (60E15) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44)

Related Items (6)

Tightness and duality of martingale transport on the Skorokhod space ⋮ Martingales associated to peacocks using the curtain coupling ⋮ Peacock geodesics in Wasserstein space ⋮ Transport plans with domain constraints ⋮ The Markov-quantile process attached to a family of marginals ⋮ Peacocks Parametrised by a Partially Ordered Set

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