碎石
发表于 2025-3-23 13:12:21
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definition
发表于 2025-3-23 15:52:28
1616-0533(Rt), u ::::: 0) denotes a 15-dimensional Bessel process, with 5 = 2(1I+1), it seemed clear that, starting from (2) [which is analogous to Feller‘s repre sentation of a linear diffusion X in terms of Brownian978-3-540-65943-3978-3-642-56634-9Series ISSN 1616-0533 Series E-ISSN 2195-0687
盟军
发表于 2025-3-23 18:52:47
Asymptotic Waveform Evaluation,andard option (e.g., options on currencies or oil spreads); and a simple, closed-form expression of the Asian option price when the option is “in the money,” thereby illuminating the impact on the Asian option price of the revealed underlying asset price as time goes by. This formula has an interest
Obstreperous
发表于 2025-3-23 22:39:14
978-3-540-65943-3Springer-Verlag Berlin Heidelberg 2001
翻布寻找
发表于 2025-3-24 04:32:31
Exponential Functionals of Brownian Motion and Related Processes978-3-642-56634-9Series ISSN 1616-0533 Series E-ISSN 2195-0687
翅膀拍动
发表于 2025-3-24 09:38:50
https://doi.org/10.1007/978-3-663-15924-7ariable. In this paper, it is shown that this result is another formulation of the distribution of last exit times for transient Bessel processes. A bivariate distribution of such integrals of exponentials is obtained explicitly.
capsule
发表于 2025-3-24 14:11:06
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Digest
发表于 2025-3-24 15:38:55
Beschreibung und diagnostische Kriterien exponential time, to the case where ξ belongs to a certain class of Lévy processes. Our method hinges on a bijection, introduced by Lamperti, between exponentials of Lévy processes and semi-stable Markov processes.
entreat
发表于 2025-3-24 22:46:20
https://doi.org/10.1007/978-4-431-55528-5nd one-dimensional disordered models. We study some properties of these exponential functionals in relation with the problem of a particle coupled to a heat bath in a Wiener potential. Explicit expressions for the distribution of the free energy are presented.
Postulate
发表于 2025-3-25 01:42:03
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