Part of the Fields Institute Communications book series (FIC, volume 76)
Kellerer’s Theorem Revisited
Kellerer’s theorem asserts the existence of a Markov martingale with given marginals, assumed to increase in the convex order. It is revisited here, in the light of previous papers by Hirsch-Roynette and by G. Lowther.
KeywordsProbability Measure Call Function Markov Property Easy Consequence Step Approximation
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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