Consider the IG process with IG(A(t), nA(t)*). ... 1 — CD |V}(d Aso eZnA(t)q) ( W;(A(t) + a) = QD |Woo - al — e2mA(t)q) (-Woo + a) (7.5.8) As time t ...
確定! 回上一頁