搜索结果: 1-1 共查到“管理学 Renewal series”相关记录1条 . 查询时间(0.127 秒)
Renewal series and square-root boundaries for Bessel processes
Renewal series square-root boundaries Bessel processes
2009/3/23
We show how a description of Brownian exponential functionals as a renewal series gives access to the law of the hitting time of a square-root boundary by a Bessel process. This extends classical resu...