Author: Vaugirard Victor E.
Publisher: Routledge Ltd
ISSN: 1466-4313
Source: Applied Mathematical Finance, Vol.11, Iss.1, 2004-03, pp. : 77-94
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
The Hitting Time Theorem Revisited
By Kager Wouter
American Mathematical Monthly, Vol. 118, Iss. 8, 2011-10 ,pp. :
Hitting time statistics for observations of dynamical systems
Nonlinearity, Vol. 27, Iss. 9, 2014-09 ,pp. :
Hitting time of a half-line by two-dimensional random walk
Probability Theory and Related Fields, Vol. 128, Iss. 3, 2004-03 ,pp. :