Tail estimates for exponential functionals and applications to SDEs (Q1630664)
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scientific article; zbMATH DE number 6991420
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail estimates for exponential functionals and applications to SDEs |
scientific article; zbMATH DE number 6991420 |
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Tail estimates for exponential functionals and applications to SDEs (English)
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10 December 2018
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exponential functionals
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tail probabilities
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Malliavin calculus
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