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On Peacocks: A General Introduction to Two Articles

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Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 2046))

Abstract

In these two papers, the notions of conditional monotonicity and that of logconcave increments play an important role.

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References

  1. F. Hirsch, C. Profeta, B. Roynette, M. Yor, Peacocks and Associated Martingales, vol 3 (Bocconi-Springer, New York, 2011)

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Correspondence to Antoine-Marie Bogso .

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© 2012 Springer-Verlag Berlin Heidelberg

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Bogso, AM., Profeta, C., Roynette, B. (2012). On Peacocks: A General Introduction to Two Articles. In: Donati-Martin, C., Lejay, A., Rouault, A. (eds) Séminaire de Probabilités XLIV. Lecture Notes in Mathematics(), vol 2046. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-27461-9_14

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