Peacocks Obtained by Normalisation: Strong and Very Strong Peacocks (Q2908748): Difference between revisions

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+A Brownian sheet martingale with the same marginals as the arithmetic average of geometric Brownian motion
+Normal rank
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+Some Examples of Peacocks in a Markovian Set-Up
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+Normal rank
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+Inequalities for E k(X, Y) when the marginals are fixed
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+A queueing theoretical proof of increasing property of Polya frequency functions
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+Increasing Properties of Polya Frequency Function
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+Normal rank
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+Applying Itō's motto: ``Look at the infinite dimensional picture'' by constructing sheets to obtain processes increasing in the convex order
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+Unifying constructions of martingales associated with processes increasing in the convex order, via Lévy and Sato sheets
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+From an Itô type calculus for Gaussian processes to integrals of log-normal processes increasing in the convex order
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+Peacocks and associated martingales, with explicit constructions
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+Time reversal on Lévy processes
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+Normal rank
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+Markov-Komposition und eine Anwendung auf Martingale. (Markov compositions and an application to martingales)
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+Q4226355
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+Normal rank
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+Limiting laws associated with Brownian motion perturbed by normalized exponential weights, I
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+On Pólya frequency functions. I. The totally positive functions and their Laplace transforms
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+Q4301147
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+Stochastic orders
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+On stochastic comparison of random vectors
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