MRL order, log-concavity and an application to peacocks

DOI10.1016/j.spa.2014.10.015zbMath1321.60025arXiv1509.05119OpenAlexW2963728134MaRDI QIDQ2258825

Antoine-Marie Bogso

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

zbMATH Keywords

martingalesMarkov processeslog-concavityMRL orderpeacocks

Mathematics Subject Classification ID

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)

Related Items

Weak decreasing stochastic order, Mean residual life processes and associated submartingales

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