A Note on the Quasi-stationary Distribution of the Shiryaev Martingale on the Positive Half-Line (Q4618067)
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scientific article; zbMATH DE number 7014711
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Note on the Quasi-stationary Distribution of the Shiryaev Martingale on the Positive Half-Line |
scientific article; zbMATH DE number 7014711 |
Statements
A Note on the Quasi-stationary Distribution of the Shiryaev Martingale on the Positive Half-Line (English)
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7 February 2019
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quasi-stationary distribution
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martingale Shiryaev diffusion process
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Whittaker function
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