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Duality and transform analysis for non-decreasing functionals of stochastic processes and their applications

Year: 2025

Type: article

Source: Journal of Applied Probability

DOI: 10.1017/jpr.2025.10031

Authors: Zhenyu Cui, Chihoon Lee, Yanchu Liu, Lingjiong Zhu

Institutions: Stevens Institute of Technology, Sun Yat-sen University, Florida State University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4414622131

FWCI:

Cites: 27

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