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А. А. Новиков

  1. Martingales and first passage times of AR(1) sequences
    2007/12/20 by А. А. Новиков, Novikov, Alexander, Nino Kordzakhia +1 · 2 citations
    Economics, Econometrics and Finance · Mathematics · #34A30 #49J15 #60J55 #Approximation Theory and Sequence Spaces #FOS: Mathematics #Mathematical Approximation and Integration #Probability (math.PR) #Stochastic processes and financial applications