Article ID Journal Published Year Pages File Type
1153684 Statistics & Probability Letters 2009 4 Pages PDF
Abstract
We provide a simple and explicit construction of a family of stochastic exponentials with expectation k∈(0,1). Our family of stochastic exponentials can be constructed to be either strictly positive or merely non-negative.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Explicit construction of stochastic exponentials with arbitrary expectation k∈(0,1)
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