On density functions related to discrete time maximum of some one-dimensional diffusion processes (Q2101959)
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scientific article; zbMATH DE number 7627666
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On density functions related to discrete time maximum of some one-dimensional diffusion processes |
scientific article; zbMATH DE number 7627666 |
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On density functions related to discrete time maximum of some one-dimensional diffusion processes (English)
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7 December 2022
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diffusion process
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discrete time maximum
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probability density function
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Malliavin calculus
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asymptotic behavior
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Laplace's method
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