An exponential functional of random walks (Q4435683): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Normalize DOI.
 
(5 intermediate revisions by 5 users not shown)
Property / DOI
 
Property / DOI: 10.1239/jap/1053003553 / rank
Normal rank
 
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1989289068 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1008.1512 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4395532 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4952332 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3995301 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Continuity of the Distribution of a Sum of Dependent Variables Connected with Independent Walks on Lines / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Random Walk and Brownian Motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3998747 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Composants and βN / rank
 
Normal rank
Property / cites work
 
Property / cites work: The classical moment problem as a self-adjoint finite difference operator / rank
 
Normal rank
Property / cites work
 
Property / cites work: Invariant measures for parabolic IFS with overlaps and random continued fractions / rank
 
Normal rank
Property / cites work
 
Property / cites work: An elementary introduction to the Wiener process and stochastic integrals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4077311 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a stochastic difference equation and a representation of non–negative infinitely divisible random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sur certaines fonctionnelles exponentielles du mouvement brownien réel / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exponential functionals of Brownian motion and related processes / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1239/JAP/1053003553 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 01:59, 30 December 2024

scientific article; zbMATH DE number 2005227
Language Label Description Also known as
English
An exponential functional of random walks
scientific article; zbMATH DE number 2005227

    Statements

    An exponential functional of random walks (English)
    0 references
    0 references
    0 references
    17 November 2003
    0 references
    exponential functional
    0 references
    Asian option
    0 references
    random walk
    0 references
    strong approximation
    0 references
    self-similarity
    0 references
    \(L^p\) limit
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references