Stochastic areas of diffusions and applications (Q905937): Difference between revisions

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Latest revision as of 08:03, 10 December 2024

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Stochastic areas of diffusions and applications
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    Stochastic areas of diffusions and applications (English)
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    28 January 2016
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    time-homogeneous diffusion
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    time-change
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    Dambis-Dubins-Schwartz Brownian motion
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    Azema-Yor stopping time
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    omega risk model
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    risk model with tax
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