Stochastic barriers for the Wiener process and a mathematical model
作者： Chull Park
DOI: 10.1007/BFB0096264
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摘要: Let {W(t), 0≤t p0≤t≤TW(t)−[f(t)+X(t)]≧0 when X(t) is a stochastic process. By taking compound Poisson process as X(t), an interesting mathematical model created.
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