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"Analytic evaluation of the fractional moments for the quasi-stationary ..."

Kexuan Li, Aleksey S. Polunchenko, Andrey Pepelyshev (2021)

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DOI: 10.1080/03610918.2019.1612433

access: closed

type: Journal Article

metadata version: 2023-09-30

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Kexuan Li, Aleksey S. Polunchenko, Andrey Pepelyshev:
Analytic evaluation of the fractional moments for the quasi-stationary distribution of the Shiryaev martingale on an interval. Commun. Stat. Simul. Comput. 50(9): 2705-2720 (2021)

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