Joint distributions of the maximum and the process for higher-order diffusions. (Q1888769)
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scientific article; zbMATH DE number 2119508
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Joint distributions of the maximum and the process for higher-order diffusions. |
scientific article; zbMATH DE number 2119508 |
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Joint distributions of the maximum and the process for higher-order diffusions. (English)
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26 November 2004
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maximal distributions
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Feynman-Kac functional
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signed measures
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Laplace transforms
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0.9157444
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0.9066429
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0.89465874
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0.88925004
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0.8855278
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