Réarrangements convexes de processus stochastiques

DOI10.1016/S0764-4442(00)88479-7MaRDI QIDQ4937480zbMATH OpenOpenAlexFDO

Authors Youri Davydov, Emmanuel Thilly

Publication date 3 February 2000

Published in Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0764-4442(00)88479-7

zbMATH Keywords

asymptotic behaviourconvex rearrangementsItô-Wiener process

Mathematics Subject Classification ID

Gaussian processes (60G15) Stopping times; optimal stopping problems; gambling theory (60G40)

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(12)

• Stochastic rearrangement inequalities
• Convex rearrangements of stable processes
• Convex rearrangements of random walks
• A characterization of the Knothe-Rosenblatt processes by a convergence result
• Spatiotemporal Convexity of Stochastic Processes and Applications
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• Convex Rearrangements of Gaussian Processes
• Asymptotic estimation of the E-Gini index
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• Generalized Lorenz curves and convexifications of stochastic processes
• Convex rearrangements of Lévy processes

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