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pro vyhledávání: '"Tolmatz, Leonid"'
Autor:
Tolmatz, Leonid
The density distribution function of the integral of the exponential Brownian motion is determined explicitly in the form of a rapidly convergent series.
Comment: 19 pages
Comment: 19 pages
Externí odkaz:
http://arxiv.org/abs/0904.1870
Autor:
Tolmatz, Leonid
The exact tail asymptotics of the distribution of the functional intspo1vert Bsvert ds on the Wiener process Bs: Sge o is obtained.
Externí odkaz:
http://rave.ohiolink.edu/etdc/view?acc_num=case1056552960
Autor:
Tolmatz, Leonid
Publikováno v:
The Annals of Probability, 2002 Jan 01. 30(1), 253-269.
Externí odkaz:
https://www.jstor.org/stable/2692009
Autor:
Tolmatz, Leonid
Publikováno v:
The Annals of Probability, 2000 Jan 01. 28(1), 132-139.
Externí odkaz:
https://www.jstor.org/stable/2652959
Autor:
Stoyanov, Jordan, Tolmatz, Leonid
Publikováno v:
In Applied Mathematics and Computation 2005 165(3):669-685
Autor:
Tolmatz, Leonid
Publikováno v:
In Journal of Mathematical Analysis and Applications 2005 304(2):668-682
Autor:
Stoyanov, Jordan *, Tolmatz, Leonid
Publikováno v:
In Statistics and Probability Letters 2004 69(2):213-219