Continuous-Time Perpetuities and Time Reversal of Diffusions

Finance and Stochastics - Germany
doi 10.1007/s00780-016-0308-0
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Springer Science and Business Media LLC

Related search

Systems With Continuous Time and Discrete Time Components

Geometric Control And Nonsmooth Analysis
2008English

Experimental Application of Aeroacoustic Time-Reversal

2015English

On Nummelin Splitting for Continuous Time Harris Recurrent Markov Processes and Application to Kernel Estimation for Multi-Dimensional Diffusions

Stochastic Processes and their Applications
ModelingApplied MathematicsStatisticsProbabilitySimulation
2008English

Time-Reversal Space-Time Coding for Doubly-Selective Channels

2006English

Time Reversal of Acoustoelastic Lamb Waves

English

From the Time-Reversal Mirror to the Instantaneous Time Mirror

European Physical Journal: Special Topics
Materials ScienceTheoretical ChemistryPhysicsAstronomyPhysical
2017English

Acoustic Time Reversal in Granular Media

Journal of the Acoustical Society of America
AcousticsUltrasonicsArtsHumanities
2016English

Effective Time-Reversal via Periodic Shaking

Journal of Physics: Conference Series
AstronomyPhysics
2013English

Discrete Time and Continuous Time Dynamic Mean-Variance Analysis

SSRN Electronic Journal
1999English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy