Maximal Exponential Inequalities for Certain Diffusion Processes (Q2967988): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximal Exponential Inequalities for Certain Diffusion Processes |
scientific article |
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Maximal Exponential Inequalities for Certain Diffusion Processes (English)
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9 March 2017
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Brownian motion
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geometric Brownian motion
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optimal stopping problem
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