Processes with associated increments

DOI10.2307/3214569MaRDI QIDQ4018325zbMATH OpenOpenAlexFDO

Authors Paul Glasserman

Publication date 16 January 1993

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3214569

zbMATH Keywords

associated measures and kernelsFKG inequalitiesMonte Carlo applicationpositively associatedstochastic convexityvariance reduction

Mathematics Subject Classification ID

Markov processes (60J99) Monte Carlo methods (65C05)

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Cited in

(7)

• Some monotonicity and dependence properties of self-exciting point processes
• Efficiency improvement techniques
• On the first passage times for Markov processes with monotone convex transition kernels
• Association in time of a vector valued process
• Processes with block-associated increments
• Incremental flow
• A simple increasing process

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