Author:
Borodin A. N.,Salminen P.
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,General Mathematics,Statistics and Probability
Reference18 articles.
1. M. Abramowitz and I. Stegun, Mathematical Functions, 9th edition, Dover Publ., New York (1970).
2. C. Albanese and A. Kuznetsov, “Discretization schemes for subordinated processes,” Preprint (2003).
3. A. N. Borodin and P. Salminen, Handbook of Brownian Motion — Facts and Formulae, 2nd edition, Birkhauser, Basel-Boston-Berlin (2002).
4. C. Donati-Martin and M. Yor, “Some Brownian functionals and their laws,” Ann. Probab., 25, 1011–1058 (1997).
5. D. Dufresne, “The distribution of a perpetuity, with applications to risk theory and pension funding,” Scand. Actuarial J., 1–2, 39–79 (1990).
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献