Tail estimates for exponential functionals and applications to SDEs (Q1630664)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6991420
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Tail estimates for exponential functionals and applications to SDEs |
scientific article; zbMATH DE number 6991420 |
Statements
Tail estimates for exponential functionals and applications to SDEs (English)
0 references
10 December 2018
0 references
exponential functionals
0 references
tail probabilities
0 references
Malliavin calculus
0 references
0 references
0 references
0.8570619821548462
0 references
0.7820222973823547
0 references
0.7626065611839294
0 references
0.7533931136131287
0 references