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Explicit construction of stochastic exponentials with arbitrary expectation \(k\in (0,1)\) - MaRDI portal

Explicit construction of stochastic exponentials with arbitrary expectation \(k\in (0,1)\) (Q1012213)

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scientific article; zbMATH DE number 5543888
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Explicit construction of stochastic exponentials with arbitrary expectation \(k\in (0,1)\)
scientific article; zbMATH DE number 5543888

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    Explicit construction of stochastic exponentials with arbitrary expectation \(k\in (0,1)\) (English)
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    15 April 2009
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    The author presents a direct construction of stochastic exponentials with arbitrary expectation in \((0, 1)\).
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