Potentials of a Markov Process are Expected Suprema

Publikation: Beitrag in FachzeitschriftArtikelForschungPeer-Review

Autoren

  • Thomas Knispel
  • Hans Föllmer

Externe Organisationen

  • Humboldt-Universität zu Berlin (HU Berlin)
Forschungs-netzwerk anzeigen

Details

OriginalspracheEnglisch
Seiten (von - bis)89 - 101
FachzeitschriftESAIM-PROBAB STAT
Jahrgang2007
Ausgabenummer11
PublikationsstatusVeröffentlicht - 2007

Zitieren

Potentials of a Markov Process are Expected Suprema. / Knispel, Thomas; Föllmer, Hans.
in: ESAIM-PROBAB STAT, Jahrgang 2007, Nr. 11, 2007, S. 89 - 101.

Publikation: Beitrag in FachzeitschriftArtikelForschungPeer-Review

Knispel, T & Föllmer, H 2007, 'Potentials of a Markov Process are Expected Suprema', ESAIM-PROBAB STAT, Jg. 2007, Nr. 11, S. 89 - 101.
Knispel, T., & Föllmer, H. (2007). Potentials of a Markov Process are Expected Suprema. ESAIM-PROBAB STAT, 2007(11), 89 - 101.
Knispel T, Föllmer H. Potentials of a Markov Process are Expected Suprema. ESAIM-PROBAB STAT. 2007;2007(11):89 - 101.
Knispel, Thomas ; Föllmer, Hans. / Potentials of a Markov Process are Expected Suprema. in: ESAIM-PROBAB STAT. 2007 ; Jahrgang 2007, Nr. 11. S. 89 - 101.
Download
@article{d3c8934ce10f4fa3a2e87804524f4466,
title = "Potentials of a Markov Process are Expected Suprema",
author = "Thomas Knispel and Hans F{\"o}llmer",
year = "2007",
language = "English",
volume = "2007",
pages = "89 -- 101",
journal = "ESAIM-PROBAB STAT",
issn = "1292-8100",
publisher = "EDP Sciences",
number = "11",

}

Download

TY - JOUR

T1 - Potentials of a Markov Process are Expected Suprema

AU - Knispel, Thomas

AU - Föllmer, Hans

PY - 2007

Y1 - 2007

UR - https://www.insurance.uni-hannover.de/fileadmin/house-of-insurance/People/knispel_thomas/FoellmerKnispel1.pdf

M3 - Article

VL - 2007

SP - 89

EP - 101

JO - ESAIM-PROBAB STAT

JF - ESAIM-PROBAB STAT

SN - 1292-8100

IS - 11

ER -