期刊论文详细信息
| Journal of Mathematical Sciences | |
| Homogeneous Law Invariant Coherent Multiperiod Value Measures and their Limits | |
| MORIMOTO, Yuji1 KUSUOKA, Shigeo1 | |
| 关键词: Galois group; fundamental group; torsor of paths; $ell$-adic polylogarithms; Lie algebra; Lie algebra of derivations; | |
| DOI : | |
| 学科分类：数学（综合） | |
| 来源: University of Tokyo * Department of Mathematical Sciences | |
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【 摘 要 】
Theauthorsintroduceanewnotion,homogeneouslawinvariantcoherentmultiperiodvaluemeasures,andgivesomebasicproperties.Also,theygivecertainlimittheoremsonthesevaluemeasuresintwomodels,Brownian-Poissonfiltrationandcollectiverisk.
【 授权许可】
Unknown
【 预 览 】
| Files | Size | Format | View |
|---|---|---|---|
| RO201912090769888ZK.pdf | 252KB |  download |
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