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
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 12:31, 8 February 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
