BOUNDS FOR EXPONENTIAL MOMENTS OF BESSEL PROCESSES (Q5242406): Difference between revisions

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BOUNDS FOR EXPONENTIAL MOMENTS OF BESSEL PROCESSES
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Property / cites work: Exit times of Brownian motion, harmonic majorization, and Hardy spaces / rank
 
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Property / cites work: Stopping times of Bessel processes / rank
 
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Property / full work available at URL: http://koreascience.or.kr:80/article/JAKO201928463078688.pdf / rank
 
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Property / OpenAlex ID: W3044050091 / rank
 
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BOUNDS FOR EXPONENTIAL MOMENTS OF BESSEL PROCESSES (English)
Property / title: BOUNDS FOR EXPONENTIAL MOMENTS OF BESSEL PROCESSES (English) / rank
 
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Latest revision as of 10:28, 30 July 2024

scientific article; zbMATH DE number 7128339
Language Label Description Also known as
English
BOUNDS FOR EXPONENTIAL MOMENTS OF BESSEL PROCESSES
scientific article; zbMATH DE number 7128339

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    8 November 2019
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    Bessel processes
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    comparison principle
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    optimal stopping problem
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    Young inequality
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    BOUNDS FOR EXPONENTIAL MOMENTS OF BESSEL PROCESSES (English)
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