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scientific article; zbMATH DE number 7598102
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scientific article; zbMATH DE number 7598102

    Statements

    author
    Jing-Min He
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    Zhongqin Gao
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    Yitao Yang
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    publication date
    7 October 2022
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    zbMATH Keywords
    exit time
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    strong Markov property
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    geometric Brownian motion
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    martingale
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    Identifiers

    Mathematics Subject Classification ID
    91G05
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    60J70
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    44A10
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    zbMATH DE Number
    7598102
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