Comparing Brownian Stochastic Integrals for the Convex Order (Q2946082): Difference between revisions
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Property / cites work: A new proof of Kellerer’s theorem / rank | |||
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Property / cites work: Peacocks and associated martingales, with explicit constructions / rank | |||
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Property / cites work: Kellerer’s Theorem Revisited / rank | |||
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Property / cites work: Markov-Komposition und eine Anwendung auf Martingale. (Markov compositions and an application to martingales) / rank | |||
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Property / cites work: Limits of one-dimensional diffusions / rank | |||
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Property / cites work: Q4226355 / rank | |||
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Latest revision as of 18:16, 10 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Comparing Brownian Stochastic Integrals for the Convex Order |
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Comparing Brownian Stochastic Integrals for the Convex Order (English)
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16 September 2015
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stochastic integrals
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Brownian motion
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convex order
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