Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions (Q536242)
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| Language | Label | Description | Also known as |
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| English | Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions |
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Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions (English)
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16 May 2011
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Laplace transform
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Cameron-Martin formula
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inhomogeneous diffusion
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maximum likelihood estimation
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\(\alpha \)-Wiener bridges
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