Diffusion approximations for a risk process with the possibility of borrowing and investment
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Publication:4291646
DOI10.1080/15326349408807300zbMath0793.60095OpenAlexW2046475498MaRDI QIDQ4291646
Publication date: 11 August 1994
Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326349408807300
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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