Stochastic extrema as stationary phases of characteristic functions

Details Stochastic extrema as stationary phases of characteristic functions Stochastic extrema as stationary phases of characteristic functions

2008-01-30

arxiv.org/abs/0801.4726v1

Mathematics

Probability

Scientific paper

The paper is dealing with semi-classical asymptotics of a characteristic
function for a stochastic process. The main technical tool is provided by the
stationary phase method. The extremal range for a stochastic process is defined
by limit values of the complex logarithm of the characteristic function. The
paper also outlines a numerical method for calculating stochastic extrema.

Affiliated with

Also associated with

No associations

Rating

Stochastic extrema as stationary phases of characteristic functions does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Stochastic extrema as stationary phases of characteristic functions, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Stochastic extrema as stationary phases of characteristic functions will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-122276