دورية أكاديمية
A multi-dimensional version of Lamperti’s relation and the Matsumoto–Yor processes
العنوان: | A multi-dimensional version of Lamperti’s relation and the Matsumoto–Yor processes |
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المؤلفون: | Gerard, Thomas, Rapenne, Valentin, Sabot, Christophe, Zeng, Xiaolin |
المصدر: | In Stochastic Processes and their Applications September 2024 175 |
قاعدة البيانات: | ScienceDirect |
تدمد: | 03044149 |
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DOI: | 10.1016/j.spa.2024.104401 |