Maximal Exponential Inequalities for Certain Diffusion Processes (Q2967988): Difference between revisions
From MaRDI portal
Latest revision as of 13:31, 13 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Maximal Exponential Inequalities for Certain Diffusion Processes |
scientific article |
Statements
Maximal Exponential Inequalities for Certain Diffusion Processes (English)
0 references
9 March 2017
0 references
Brownian motion
0 references
geometric Brownian motion
0 references
optimal stopping problem
0 references