Martin Jacobsen

Martin Jacobsen

Emeritus

ORCID: 0000-0003-4688-1336

Publication year:
All
1 - 2 out of 2Page size: 10
  1. 2002
  2. Published

    Martingales and the Distribution of the Time to Ruin

    Jacobsen, Martin, 2002, København, p. 1-24.

    Research output: Working paper › Research

  3. Published

    Multi-self-similar Markov processes on Rn+ and their Lamperti representations

    Jacobsen, Martin & Yor, M., 2002, København, p. 1-28.

    Research output: Working paper › Research

ID: 8468