Analytic Evaluation of the Fractional Moments for the Quasi-Stationary Distribution of the Shiryaev Martingale on an Interval

5 April 2019

Papers citing "Analytic Evaluation of the Fractional Moments for the Quasi-Stationary Distribution of the Shiryaev Martingale on an Interval"

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Title
On the Convergence Rate of the Quasi- to Stationary Distribution for the Shiryaev-Roberts Diffusion Kexuan Li Aleksey S. Polunchenko 41 2 0 05 Jul 2019