Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions (Q536242): Difference between revisions

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+Laplace transform
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@@ Property / zbMATH Keywords @@
+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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+Laplace Transforms for Integrals of Markov Processes
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+Linear stochastic systems with constant coefficients. A statistical approach
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+Karhunen-Loève expansions of \(\alpha\)-Wiener bridges
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+Asymptotic behavior of maximum likelihood estimator for time inhomogeneous diffusion processes
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+Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations
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+On quadratic functionals of the Brownian sheet and related processes
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+Simulation of conditioned diffusion and application to parameter estimation
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+Parameter Estimation for α-Fractional Bridges
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+Some comments concerning a curious singularity
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+Large deviations in estimation of an Ornstein-Uhlenbeck model
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+Laplace transforms via {H}adamard factorization
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+Statistical analysis of the fractional Ornstein--Uhlenbeck type process
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+A Cameron-Martin type formula for general Gaussian processes--a filtering approach
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+On contiguity of probability measures corresponding to semimartingales
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+Local asymptotic mixed normality for semimartingale experiments
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+On a one-parameter generalization of the Brownian bridge and associated quadratic functionals
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+Exponential functionals of Brownian motion and related processes
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+Publication:536242