Functional limit theorems for discounted exponential functional of random walk and discounted convergent perpetuity (Q2244477)
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scientific article; zbMATH DE number 7425278
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| English | Functional limit theorems for discounted exponential functional of random walk and discounted convergent perpetuity |
scientific article; zbMATH DE number 7425278 |
Statements
Functional limit theorems for discounted exponential functional of random walk and discounted convergent perpetuity (English)
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12 November 2021
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exponential functions of random walk
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functional central limit theorem
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perpetuity
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standard random walk
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0.8857818245887756
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0.8373375535011292
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0.7825616598129272
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0.769178569316864
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