Abel-Gontcharoff Pseudopolynomials and Stochastic Applications
Abel-Gontcharoff Pseudopolynomials and Stochastic Applications
English | 2025 | ISBN: 183669072X | 296 Pages | PDF | 3.4 MB
English | 2025 | ISBN: 183669072X | 296 Pages | PDF | 3.4 MB
This book proposes a new mathematical methodology for addressing first passage problems, particularly in various classical stochastic models of applied probability. This approach is based on the so-called Abel-Gontcharoff (A-G) pseudopolynomials and the associated A-G expansions, which have been introduced and studied by the authors in recent years. These A-G expansions generalize the well-known Abel expansion, which allows us to extend the standard Taylor formula.