Comparison of semimartingales and Lévy processes (Q879255)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5150504
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Comparison of semimartingales and Lévy processes |
scientific article; zbMATH DE number 5150504 |
Statements
Comparison of semimartingales and Lévy processes (English)
0 references
8 May 2007
0 references
convex ordering
0 references
jump diffusion process
0 references
Lévy processes
0 references
propagation of convexity
0 references
0 references
0 references
0.8940887
0 references
0.89224213
0 references
0.8778361
0 references
0.8723685
0 references
