Applying Itō's motto: ``Look at the infinite dimensional picture'' by constructing sheets to obtain processes increasing in the convex order
type: Item
instance of: scholarly article
title: Applying Itō's motto: ``Look at the infinite dimensional picture'' by constructing sheets to obtain processes increasing in the convex order
zbMATH Open document ID: 1274.60052
author: Francis Hirsch
author: Bernard Roynette
author: Marc Yor
published in: Periodica Mathematica Hungarica
publication date: 2013-04-05T00:00:00Z
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 60G48
Mathematics Subject Classification ID: 60G60
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60G51
zbMATH DE Number: 6151202
zbMATH Keywords: convex order
zbMATH Keywords: 1-martingale
zbMATH Keywords: PCOC
zbMATH Keywords: Lévy sheet
zbMATH Keywords: Sato sheet
zbMATH Keywords: Gaussian sheet
MaRDI profile type: Publication
full work available at URL: s10998-010-3195-8
OpenAlex ID: W2093390115
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cites work: Q4937701
cites work: A tribute to Professor Kiyosi Itô
DOI: 10.1007/S10998-010-3195-8
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description: scientific article; zbMATH DE number 6151202