scientific article; zbMATH DE number 1537452

MaRDI QIDQ4518563zbMATH OpenFDO

Authors Anatoliy Swishchuk, Svitlana Ya. Goncharova

Publication date 1 December 2000

zbMATH Keywords

normal deviations schemesemi-Markov processstochastic stability

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Asymptotic stability in control theory (93D20)

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(4)

• The perturbed profit and the perturbed risk for a stock in a random environment
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