Analytic evaluation of the fractional moments for the quasi-stationary distribution of the Shiryaev martingale on an interval (Q5082731): Difference between revisions
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Revision as of 22:20, 19 April 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)
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21 June 2022
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fractional moments
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Markov diffusions
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quasi-stationarity
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Shiryaev process
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stochastic processes
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