Comparison of Multidimensional Marginals
Part of the B&SS — Bocconi & Springer Series book series (BS)
We compare, in a Gaussian setting, the multidimensional marginals of some peacocks and some 1-martingales which are associated to them via several methods.
KeywordsBrownian Motion Fractional Brownian Motion Brownian Sheet Hurst Index Convex Order
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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© Springer-Verlag Italia 2011