Kordzakhia, Nino
- Martingales and first passage times of AR(1) sequences
2007/12/20 by Alexander Novikov, А. А. Новиков, Novikov, Alexander +2 · 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 #math.PR #msc:34A30 #msc:49J15 #msc:60J55