A note on convex ordering for stable stochastic integrals (Q2803999)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on convex ordering for stable stochastic integrals |
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A note on convex ordering for stable stochastic integrals (English)
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27 April 2016
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stochastic integrals
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stable processes
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convex ordering
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martingales
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forward-backward stochastic calculus
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