Drawdowns of diffusions (Q6842282)
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scientific article; zbMATH DE number 8174143
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Drawdowns of diffusions |
scientific article; zbMATH DE number 8174143 |
Statements
Drawdowns of diffusions (English)
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19 March 2026
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Brownian motion
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Poisson point process
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additive functional
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local time
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pure jump process
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