Convex ordering criteria for Lévy processes (Q477990): Difference between revisions
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| Property / author | |||
| Property / author: Ludger Rüschendorf / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G51 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6379188 / rank | |||
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| Property / zbMATH Keywords | |||
convex ordering | |||
| Property / zbMATH Keywords: convex ordering / rank | |||
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| Property / zbMATH Keywords | |||
Lévy measure | |||
| Property / zbMATH Keywords: Lévy measure / rank | |||
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| Property / zbMATH Keywords | |||
Lévy process | |||
| Property / zbMATH Keywords: Lévy process / rank | |||
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Revision as of 18:29, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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