Comparison of semimartingales and Lévy processes (Q879255)
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scientific article; zbMATH DE number 5150504
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| English | Comparison of semimartingales and Lévy processes |
scientific article; zbMATH DE number 5150504 |
Statements
Comparison of semimartingales and Lévy processes (English)
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8 May 2007
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convex ordering
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jump diffusion process
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Lévy processes
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propagation of convexity
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0.8940887
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0.89224213
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0.8778361
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0.8723685
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