Some perpetual integral functionals of the three-dimensional Bessel process (Q6038465)
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scientific article; zbMATH DE number 7681042
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| English | Some perpetual integral functionals of the three-dimensional Bessel process |
scientific article; zbMATH DE number 7681042 |
Statements
Some perpetual integral functionals of the three-dimensional Bessel process (English)
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2 May 2023
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Dufresne's perpetuity
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enlargements of filtrations
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Skorokhod embedding problem
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Laplace transform
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0.7819080948829651
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0.779003918170929
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0.7720404267311096
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