Peacocks nearby: approximating sequences of measures

A peacock is a family of probability measures with finite mean that increases in convex order. It is a classical result, in the discrete time case due to Strassen, that any peacock is the family of one-dimensional marginals of a martingale. We study the problem whether a given sequence of probabilit...

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Hauptverfasser:	Gerhold, Stefan, Gülüm, I. Cetin
Format:	Artikel
Sprache:	eng
Schlagworte:	Mathematics - Probability
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