Passage-time moments for continuous non-negative stochastic processes and applications (Q4715304)
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scientific article; zbMATH DE number 944271
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Passage-time moments for continuous non-negative stochastic processes and applications |
scientific article; zbMATH DE number 944271 |
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Passage-time moments for continuous non-negative stochastic processes and applications (English)
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24 February 1997
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passage-time moments
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sub/supermartingale inequalities
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diffusions
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reflected Brownian motion in a wedge
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