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- local-time processes and stochastic fluid queues 2011-10-25 Paper On Dufresne's Perpetuity, Translated and Reflected 2010-08-02 Paper On subexponentiality of...10 bytes (18 words) - 18:50, 9 December 2023
- processes with dimension d = 2(1 − α ), 0 < α < 1 2010-08-13 Paper On Dufresne's Perpetuity, Translated and Reflected 2010-08-02 Paper Exponential functionals...10 bytes (17 words) - 19:36, 8 December 2023
- zbMath Open dufresne.danielMaRDI QIDQ193663 No records found. This page was built for person: Daniel Dufresne...10 bytes (16 words) - 22:33, 24 September 2023
- matrix ensembles 2014-09-18 Paper Dirichlet and Quasi-Bernoulli Laws for Perpetuities 2014-07-11 Paper Bayes factors and the geometry of discrete hierarchical...10 bytes (18 words) - 18:27, 8 December 2023
- transform; Skorokhod embedding problem; enlargements of filtrations; Dufresne's perpetuity Mathematics Subject Classification ID 60J65: Brownian motion 60J60:...15 bytes (63 words) - 17:15, 25 April 2024
- sciences and financial mathematics Related Items The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding...15 bytes (50 words) - 12:00, 5 February 2024
- Central limit and other weak theorems Related Items The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding...15 bytes (102 words) - 18:14, 30 January 2024
- spanner; spatial network; Poisson line process; perpetuity; martingale central limit theorem; growth process; Dufresne integral; frustrated optimization; geometric...15 bytes (111 words) - 07:57, 30 January 2024
