On Peacocks: A General Introduction to Two Articles

DOI10.1007/978-3-642-27461-9_14MaRDI QIDQ2908746zbMATH OpenOpenAlexFDO

Authors Antoine-Marie Bogso, Christophe Profeta, Bernard Roynette

Publication date 29 August 2012

Published in Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-27461-9_14

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with continuous parameter (60G44) Continuous-time Markov processes on general state spaces (60J25)

Cites work

• Peacocks and associated martingales, with explicit constructions

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