Exact solutions of some exit times for the diffusion risk model with liquid reserves, credit and debit interest (Q5083889): Difference between revisions
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Revision as of 18:42, 5 March 2024
scientific article; zbMATH DE number 7545490
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact solutions of some exit times for the diffusion risk model with liquid reserves, credit and debit interest |
scientific article; zbMATH DE number 7545490 |
Statements
Exact solutions of some exit times for the diffusion risk model with liquid reserves, credit and debit interest (English)
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21 June 2022
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exit times
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strong Markov property
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confluent hypergeometric functions
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operators
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martingale
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