BOUNDS FOR EXPONENTIAL MOMENTS OF BESSEL PROCESSES (Q5242406)
From MaRDI portal
scientific article; zbMATH DE number 7128339
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BOUNDS FOR EXPONENTIAL MOMENTS OF BESSEL PROCESSES |
scientific article; zbMATH DE number 7128339 |
Statements
8 November 2019
0 references
Bessel processes
0 references
comparison principle
0 references
optimal stopping problem
0 references
Young inequality
0 references
BOUNDS FOR EXPONENTIAL MOMENTS OF BESSEL PROCESSES (English)
0 references
