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math.PR2008
Convex ordering for random vectors using predictable representation
Marc Arnaudon, Jean-Christophe Breton, Nicolas Privault
We prove convex ordering results for random vectors admitting a predictable representation in terms of a Brownian motion and a non-necessarily independent jump component. Our metho…
math.PR2004
On finite range stable type concentration
J. C. Breton, C. Houdré
The purpose of these notes is to further complete our understanding of the stable concentration phenomenon, by obtaining the finite range behavior of , with $F=f(X…