Some perpetual integral functionals of the three-dimensional Bessel process (Q6038465)
From MaRDI portal
scientific article; zbMATH DE number 7681042
Language | Label | Description | Also known as |
---|---|---|---|
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)
0 references
2 May 2023
0 references
Dufresne's perpetuity
0 references
enlargements of filtrations
0 references
Skorokhod embedding problem
0 references
Laplace transform
0 references