Stochastic Convexity and Concavity of Markov Processes
type: Item
instance of: scholarly article
title: Stochastic Convexity and Concavity of Markov Processes
zbMATH Open document ID: 0801.60075
author: Haijun Li
author: Moshe Shaked
published in: Mathematics of Operations Research
publication date: 1994-11-21T00:00:00Z
Mathematics Subject Classification ID: 60J99
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 622012
zbMATH Keywords: stochastic order
zbMATH Keywords: branching processes
zbMATH Keywords: autoregressive time series
zbMATH Keywords: stochastic convexity
zbMATH Keywords: stochastic convexity and concavity of Markov processes
zbMATH Keywords: operator-analytic approach
MaRDI profile type: MaRDI publication profile
full work available at URL: moor.19.2.477
OpenAlex ID: W2065141842
DOI: 10.1287/MOOR.19.2.477
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description: scientific article; zbMATH DE number 622012