Markov projection of semimartingales -- application to comparison results
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Publication:6115255
DOI10.1016/j.spa.2023.04.018OpenAlexW4377030882MaRDI QIDQ6115255
Ludger Rüschendorf, Benedikt Köpfer
Publication date: 12 July 2023
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2023.04.018
Inequalities; stochastic orderings (60E15) Continuous-time Markov processes on general state spaces (60J25) Martingales with continuous parameter (60G44)
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