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Found 10 Documents (Results 1–10)

Kellerer’s theorem revisited. (English) Zbl 1368.60045

Dawson, Donald (ed.) et al., Asymptotic laws and methods in stochastics. A volume in honour of Miklós Csörgő on the occasion of his 80th birthday. Proceedings of the international symposium on asymptotic methods in stochastics, Ottawa, Canada, July 3–6, 2012. Toronto: The Fields Institute for Research in the Mathematical Sciences; New York, NY: Springer (ISBN 978-1-4939-3075-3/hbk; 978-1-4939-3076-0/ebook). Fields Institute Communications 76, 347-363 (2015).
MSC:  60G44 60J25 60H30
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Comparing Brownian stochastic integrals for the convex order. (English) Zbl 1322.60079

Korolyuk, Volodymyr (ed.) et al., Modern stochastics and applications. Selected papers based on the presentations at the international conference “Modern stochastics: theory and applications III”, dedicated to B. V. Gnedenko on the occasion of his 100th birthday and to M. I. Yadrenko on the occasion of his 80th birthday, Kyiv, Ukraine, September 10–14, 2012. Cham: Springer (ISBN 978-3-319-03511-6/hbk; 978-3-319-03512-3/ebook). Springer Optimization and Its Applications 90, 3-19 (2014).
MSC:  60H05 60J65
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Peacocks and associated martingales, with explicit constructions. (English) Zbl 1227.60001

Bocconi & Springer Series 3. New York, NY: Springer (ISBN 978-88-470-1907-2/hbk; 978-88-470-1908-9/ebook). xxxi, 384 p. (2011).
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Constructing self-similar martingales via two Skorokhod embeddings. (English) Zbl 1234.60047

Donati-Martin, Catherine (ed.) et al., Séminaire de Probabilités XLIII, Poitiers, France, Juin 2009. Berlin: Springer (ISBN 978-3-642-15216-0/pbk; 978-3-642-15217-7/ebook). Lecture Notes in Mathematics 2006, 451-503 (2011).
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