Convex ordering criteria for Lévy processes (Q477990): Difference between revisions
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Property / author: Ludger Rüschendorf / rank | |||
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Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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Property / Mathematics Subject Classification ID: 60G51 / rank | |||
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Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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Property / zbMATH DE Number: 6379188 / rank | |||
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convex ordering | |||
Property / zbMATH Keywords: convex ordering / rank | |||
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Lévy measure | |||
Property / zbMATH Keywords: Lévy measure / rank | |||
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Lévy process | |||
Property / zbMATH Keywords: Lévy process / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL: https://doi.org/10.1007/s11634-007-0008-x / rank | |||
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Property / OpenAlex ID: W2088765274 / rank | |||
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Latest revision as of 22:53, 19 March 2024
scientific article
Language | Label | Description | Also known as |
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English | Convex ordering criteria for Lévy processes |
scientific article |
Statements
Convex ordering criteria for Lévy processes (English)
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10 December 2014
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convex ordering
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Lévy measure
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Lévy process
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