Explicit construction of stochastic exponentials with arbitrary expectation \(k\in (0,1)\) (Q1012213)
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English | Explicit construction of stochastic exponentials with arbitrary expectation \(k\in (0,1)\) |
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Explicit construction of stochastic exponentials with arbitrary expectation \(k\in (0,1)\) (English)
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15 April 2009
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The author presents a direct construction of stochastic exponentials with arbitrary expectation in \((0, 1)\).
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