Computing the expectation of the Azéma-Yor stopping times (Q1386731)
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scientific article; zbMATH DE number 1156740
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computing the expectation of the Azéma-Yor stopping times |
scientific article; zbMATH DE number 1156740 |
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Computing the expectation of the Azéma-Yor stopping times (English)
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5 January 1999
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diffusion
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Itô-Tanaka's formula
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Wiener process
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Bessel process
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