Tail estimates for exponential functionals and applications to SDEs (Q1630664)

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Tail estimates for exponential functionals and applications to SDEs
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    title
    Tail estimates for exponential functionals and applications to SDEs (English)
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    author
    Tien Dung Nguyen
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    publication date
    10 December 2018
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    Mathematics Subject Classification ID
    60H07
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    60H10
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    60E05
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    zbMATH DE Number
    6991420
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    zbMATH Keywords
    exponential functionals
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    tail probabilities
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    Malliavin calculus
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    OpenAlex ID
    W2794216265
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    Wikidata QID
    Q115566901
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