Martingale identities and inequalities and their applications in nonlinear boundary-value problems for random processes (Q2266524): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q945793 |
ReferenceBot (talk | contribs) Changed an Item |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / author | |||
| Property / author: Alexander Novikov / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q5184259 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On Ruin Problems for a Compound Poisson Process / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Random stopping preserves regular variation of process distributions / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: An approximation of partial sums of independent RV's, and the sample DF. II / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On the amount of variance needed to escape from a strip / rank | |||
Normal rank | |||
Latest revision as of 17:17, 14 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale identities and inequalities and their applications in nonlinear boundary-value problems for random processes |
scientific article |
Statements
Martingale identities and inequalities and their applications in nonlinear boundary-value problems for random processes (English)
0 references
1984
0 references
Translation from Mat. Zametki 35, No.3, 455-471 (Russian) (1984; Zbl 0541.60047).
0 references
exponential martingale
0 references
hitting time
0 references
