{"entities":{"Q2485315":{"pageid":2496058,"ns":120,"title":"Item:Q2485315","lastrevid":73211265,"modified":"2026-04-14T15:00:05Z","type":"item","id":"Q2485315","labels":{"en":{"language":"en","value":"Properties of perpetual integral functionals of Brownian motion with drift"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 2191857"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2485315$59BC12FB-F78B-4B70-B367-CE7C0CD11164","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"fa38adcef4eaa4d087fcf1974937937de57be6fe","datavalue":{"value":{"text":"Properties of perpetual integral functionals of Brownian motion with drift","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2485315$E1698838-96FD-4F1F-A03D-F7C9C8C8AC94","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"1e3f581557fd0492a03ca4cf36fda8b5abefccb9","datavalue":{"value":"1082.60073","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2485315$FF021229-03A7-4252-B7FB-98EACD540DF5","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"80bb8af11ab41daed2f8465ebc16e18da79993d8","datavalue":{"value":{"entity-type":"item","numeric-id":180924,"id":"Q180924"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2485315$C91164A1-011B-4C7B-9D42-5BFAEC390754","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"2c5eefbd129e3c142fd6b3f9727afc213686a093","datavalue":{"value":{"entity-type":"item","numeric-id":1039171,"id":"Q1039171"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2485315$A6C80F8D-349D-4A87-A963-1F6F0FEBBBB6","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"e50b98d4fe165ab872f3c9ddd85cac88503f418c","datavalue":{"value":{"entity-type":"item","numeric-id":169877,"id":"Q169877"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2485315$2FD028A2-035C-444E-A3BE-7E6FC8219C21","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"0f1b2225530feabb503ecc5026da883ce4770783","datavalue":{"value":{"time":"+2005-08-04T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2485315$79418DE8-3320-49A0-B52C-66D1712DAFB6","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"a0d7f0ec909334a5a108392d4db2b55bc693305b","datavalue":{"value":"http://www.numdam.org/item?id=AIHPB_2005__41_3_335_0","type":"string"},"datatype":"url"},"type":"statement","id":"Q2485315$C4C5F43B-E77D-415A-97EE-F5F1963F54DE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P205","hash":"9bebc5d25df57243522940927325a11da44ce6b8","datavalue":{"value":"http://www.numdam.org/item?id=AIHPB_2005__41_3_335_0/","type":"string"},"datatype":"url"},"type":"statement","id":"Q2485315$E6F6DD85-2EA8-4A48-B9FD-1D658C7E365B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P205","hash":"9674ae4591fd29cac28ce6c00b6521aee9295a0d","datavalue":{"value":"https://eudml.org/doc/77848","type":"string"},"datatype":"url"},"type":"statement","id":"Q2485315$D2B96784-4D26-4361-8A8C-B12DDB64A1CB","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"6efd110feb47e187017457329023fc14f232ef50","datavalue":{"value":"Given a nonnegative, measurable function \\(f\\) and some parameter \\(\\mu> 0\\), let \\(B^{(\\mu)}\\) be a Brownian motion with drift \\(\\mu\\) and set \\(I_\\infty(f)= \\int^\\infty_0 f(B^{(\\mu)}_t)\\,dt\\). In the financial mathematical framework, \\(I_\\infty(f)\\) is interpreted as a continuous perpetuity. The authors give here some conditions under which \\(I_\\infty\\) (i) is finite a.s., (ii) has all the moments, (iii) has some exponential moments, (iv) has bounded potential.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2485315$E5FC632A-642C-4F9C-8377-ACC1FD7AFB8C","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"3b27a9dd329983c5b25a374d752bed299934c73d","datavalue":{"value":"60J65","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2485315$E011B747-A17B-414D-887B-46462E04657C","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"07aa2a527140c499bf049c5afef8d7d6a3642123","datavalue":{"value":"2191857","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2485315$435D4523-D80C-43F3-8949-2058512ABD08","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"816106b39d6078bf67e19c5be961854b9387bc66","datavalue":{"value":"Local time","type":"string"},"datatype":"string"},"type":"statement","id":"Q2485315$57589425-BF0F-4F8F-905F-68D4E79FB079","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"cc3555631c0596ccb188bdc4c9f2494bc5292a88","datavalue":{"value":"Green function","type":"string"},"datatype":"string"},"type":"statement","id":"Q2485315$4DB77C51-0C4F-4B0B-95FD-FFAB15419D41","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3d0f023c34b5d86c8f1be457607bc6720e747848","datavalue":{"value":"Kac's moment formula","type":"string"},"datatype":"string"},"type":"statement","id":"Q2485315$C95BEED3-F250-46D8-9A33-0BD26C2A34BA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"bab93a29a0e9ad12556cd79a7cace41c69f24c4b","datavalue":{"value":"Khas'minskii's lemma","type":"string"},"datatype":"string"},"type":"statement","id":"Q2485315$B1DF19A1-A47E-4353-8C64-FB9516B40EA9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3f7f791c6154fd6e0f605462b7b928297ba2581b","datavalue":{"value":"Last exit time","type":"string"},"datatype":"string"},"type":"statement","id":"Q2485315$B49F7FE0-56D9-423E-9222-82C34723CD99","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"3b7fe1893e60a18dc258e15c9b4a7a571da0a4c6","datavalue":{"value":{"entity-type":"item","numeric-id":367456,"id":"Q367456"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2485315$219E51FA-6F66-4A6C-AED7-82987C9F29D7","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2485315$7FFED21B-0223-4FF5-BAAB-90A4C4B474E2","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"2d2843744fd16ee351ba136fd1c45a9cfd2eca91","datavalue":{"value":"W2001084872","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2485315$6B607431-D4B3-4776-BA60-9996EA45E956","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"e722c51245039404d26c77e079c70060c847679d","datavalue":{"value":"10.1016/J.ANIHPB.2004.01.006","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2485315$9C668AB0-E7FD-4C57-9200-2D3B8FAFA3FC","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d1bb45568aa60a80d41ffc2b50bcbb907e908e7e","datavalue":{"value":{"entity-type":"item","numeric-id":850349,"id":"Q850349"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3031afbfc7c3a942ba487f03a62351a197807dce","datavalue":{"value":{"amount":"+0.8333733677864075","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2485315$6170D1AE-291C-45BA-A647-F28BD9D06517","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0d1f035b329a530d1fb7615a8114cad41d2a28e5","datavalue":{"value":{"entity-type":"item","numeric-id":5086728,"id":"Q5086728"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c7f4b30516e9bda6e8ab210194105efde14c1a57","datavalue":{"value":{"amount":"+0.7996952533721924","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2485315$E65FCD1E-17CF-4472-A17D-F043810BC11A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"538a09ae584a668ec9a464a25dfd63f0746417d7","datavalue":{"value":{"entity-type":"item","numeric-id":325924,"id":"Q325924"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b7ef0ebd535f5de59707817bf9fd623b3c688293","datavalue":{"value":{"amount":"+0.7956433892250061","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2485315$A516D0B7-CC44-460D-92B9-B24AC061FBBF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0b5ecaaa01ce9a2202e915b7c31f165d749ef40a","datavalue":{"value":{"entity-type":"item","numeric-id":4014074,"id":"Q4014074"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ad09e2532befa2ca33709d9926155cdec9b0aefd","datavalue":{"value":{"amount":"+0.7699742913246155","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2485315$7573BF7A-181F-41F1-AB5C-6963161676D4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"be74f8dffba9ded9c1a70a480379d990382fa935","datavalue":{"value":{"entity-type":"item","numeric-id":1293823,"id":"Q1293823"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ad09e2532befa2ca33709d9926155cdec9b0aefd","datavalue":{"value":{"amount":"+0.7699742913246155","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2485315$3BA3E30A-EE56-4C7B-9C23-207E1C59F8EC","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Properties of perpetual integral functionals of Brownian motion with drift","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Properties_of_perpetual_integral_functionals_of_Brownian_motion_with_drift"}}}}}