Transition probabilities for some ‘special' diffusions (Q3777181)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Transition probabilities for some ‘special' diffusions |
scientific article |
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Transition probabilities for some ‘special' diffusions (English)
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1987
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Girsanov theorem
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Feynman-Kac formula
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special functions of mathematical physics
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confluent hypergeometric functions
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Laplace transformation
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Legendre functions
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