Analytic evaluation of the fractional moments for the quasi-stationary distribution of the Shiryaev martingale on an interval (Q5082731): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Created claim: Wikidata QID (P12): Q127739181, #quickstatements; #temporary_batch_1723648593707 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q127739181 / rank | |||
Normal rank | |||
Latest revision as of 16:44, 14 August 2024
scientific article; zbMATH DE number 7545690
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytic evaluation of the fractional moments for the quasi-stationary distribution of the Shiryaev martingale on an interval |
scientific article; zbMATH DE number 7545690 |
Statements
Analytic evaluation of the fractional moments for the quasi-stationary distribution of the Shiryaev martingale on an interval (English)
0 references
21 June 2022
0 references
fractional moments
0 references
Markov diffusions
0 references
quasi-stationarity
0 references
Shiryaev process
0 references
stochastic processes
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
