Browse by: Author name - Classification - Keywords - Nature

4 matches found
XLIII: 21, 451-503, LNM 2006 (2011)
HIRSCH, Francis; PROFETA, Christophe; ROYNETTE, Bernard; YOR, Marc
Constructing self-similar martingales via two Skorokhod embeddings (Martingale theory)
Keywords: Skorokhod embeddings, Hardy-Littlewood functions, Convex order, Schauder fixed point theorem, Self-similar martingales, Karamata's representation theorem
Nature: Original
XLIV: 14, 279-280, LNM 2046 (2012)
BOGSO, Antoine-Marie; PROFETA, Christophe; ROYNETTE, Bernard
On Peacocks: a general introduction to two articles (Theory of processes)
Keywords: Processes increasing in the convex order: peacocks
Nature: Exposition
XLIV: 15, 281-315, LNM 2046 (2012)
BOGSO, Antoine-Marie; PROFETA, Christophe; ROYNETTE, Bernard
Some examples of peacocks in a Markovian set-up (Theory of processes)
Keywords: Processes increasing in the convex order: peacocks, Conditionally monotone processes, Stochastic order, Markov process
Nature: Original
XLIV: 16, 317-374, LNM 2046 (2012)
BOGSO, Antoine-Marie; PROFETA, Christophe; ROYNETTE, Bernard
Peacocks obtained by normalisation; strong and very strong peacocks (Theory of processes)
Keywords: Peacocks, Conditionally monotone processes, Strong peacocks, Very strong peacocks
Nature: Original