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The Chung law for compound renewal processes

✍ Scribed by A. I. Martikainen; A. N. Frolov


Publisher
Springer US
Year
2007
Tongue
English
Weight
130 KB
Volume
145
Category
Article
ISSN
1573-8795

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## Monte Carlo Econophysics a b s t r a c t Continuous-time random walks, or compound renewal processes, are pure-jump stochastic processes with several applications in insurance, finance, economics and physics. Based on heuristic considerations, a definition is given for stochastic integrals drive