Stochastic areas of diffusions and applications (Q905937)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic areas of diffusions and applications |
scientific article |
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Stochastic areas of diffusions and applications (English)
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28 January 2016
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time-homogeneous diffusion
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time-change
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Dambis-Dubins-Schwartz Brownian motion
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Azema-Yor stopping time
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omega risk model
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risk model with tax
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