Evaluation techniques for distributions arising from stochastic processes defined from a lagrangian

DOI10.1007/BF02808907zbMath0807.62084OpenAlexW2327337581MaRDI QIDQ4320527

Rob Kaas, Marc J. Goovaerts, M. Vanneste, F. Etienne De Vylder

Publication date: 31 January 1995

Published in: Blätter der DGVFM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02808907

zbMATH Keywords

second order differential equation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic processes (60G99) Distribution theory (60E99) Stochastic analysis (60H99)

Related Items (1)

Variational principles and Lagrangian functions for stochastic processes and their dissipative statistical descriptions

Cites Work

• Unnamed Item
• A stochastic approach to insurance cycles
• Interest randomness in annuities certain
• The Laplace transform of annuities certain with exponential time distribution
• On Distributions of Certain Wiener Functionals

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