MRL order, log-concavity and an application to peacocks
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Publication:2258825
DOI10.1016/j.spa.2014.10.015zbMath1321.60025arXiv1509.05119OpenAlexW2963728134MaRDI QIDQ2258825
Publication date: 27 February 2015
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1509.05119
Inequalities; stochastic orderings (60E15) Continuous-time Markov processes on general state spaces (60J25) Martingales with continuous parameter (60G44) Other notions of convexity in relation to several complex variables (32F17)
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