Convex ordering for random vectors using predictable representation (Q956606)
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scientific article; zbMATH DE number 5373448
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| default for all languages | No label defined |
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| English | Convex ordering for random vectors using predictable representation |
scientific article; zbMATH DE number 5373448 |
Statements
Convex ordering for random vectors using predictable representation (English)
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25 November 2008
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convex ordering
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forward-backward stochastic calculus
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deviation inequalities
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Brownian motion
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jump processes
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0.7866566181182861
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0.7672545313835144
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0.7582138776779175
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