Duality and transform analysis for non-decreasing functionals of stochastic processes and their applications

Zhenyu Cui, Chihoon Lee, Yanchu Liu, Lingjiong Zhu. Duality and transform analysis for non-decreasing functionals of stochastic processes and their applications. J. Applied Probability, 63(1):348-374, 2026. [doi]

Abstract

Abstract is missing.