Asymptotic behavior of the sample mean of a function of the Wiener process and the MacDonald function
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概要
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Explicit asymptotic formulas for large time of expectations or distribution functions of exponential functionals of Brownian motion in terms of MacDonald's function are proven.
- Graduate School of Mathematical Sciences, The University of Tokyoの論文
- 2009-06-30
Graduate School of Mathematical Sciences, The University of Tokyo | 論文
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