Random times with given survival probability and their...

Stochastic Processes and their Applications 2011 Vol. 121; Iss. 6

Random times with given survival probability and their -martingale decomposition formula

Monique Jeanblanc, Shiqi Song
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Volume:
121
Year:
2011
Language:
english
Pages:
22
DOI:
10.1016/j.spa.2011.03.003
File:
PDF, 333 KB
english, 2011
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