On the Tail Probabilities of Aggregated Lognormal Random Fields with Small Noise (Q2800372)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the Tail Probabilities of Aggregated Lognormal Random Fields with Small Noise |
scientific article |
Statements
On the Tail Probabilities of Aggregated Lognormal Random Fields with Small Noise (English)
0 references
15 April 2016
0 references
lognormal random fields
0 references
Gaussian process
0 references
tail probabilities
0 references
exponential integral
0 references
change of measure
0 references
short-term portfolio risk analysis
0 references
0 references
0 references