Tail estimates for exponential functionals and applications to SDEs
type: Item
instance of: scholarly article
title: Tail estimates for exponential functionals and applications to SDEs
zbMATH Open document ID: 1417.60046
author: Tien Dung Nguyen
published in: Stochastic Processes and their Applications
publication date: 2018-12-10T00:00:00Z
Mathematics Subject Classification ID: 60H07
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60E05
zbMATH DE Number: 6991420
zbMATH Keywords: exponential functionals
zbMATH Keywords: tail probabilities
zbMATH Keywords: Malliavin calculus
MaRDI profile type: Publication
full work available at URL: j.spa.2018.02.003
OpenAlex ID: W2794216265
Wikidata QID: Q115566901
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DOI: 10.1016/J.SPA.2018.02.003
description: scientific article; zbMATH DE number 6991420