Erratum to: Convex ordering for random vectors using predictable representation

DOI10.1007/S11118-012-9275-ZzbMATH Open1254.60026OpenAlexW2155079814MaRDI QIDQ438864FDOQ438864

Authors: Marc Arnaudon, Jean-Christophe Breton, Nicolas Privault 

Publication date: 31 July 2012

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11118-012-9275-z

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Inequalities; stochastic orderings (60E15) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Cites Work

• Convex comparison inequalities for non-Markovian stochastic integrals
• Convex ordering for random vectors using predictable representation

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