Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval (Q1757249)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval |
scientific article |
Statements
Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval (English)
0 references
3 January 2019
0 references
Laplace transform
0 references
Markov diffusions
0 references
quasi-stationarity
0 references
Shiryaev process
0 references
special functions
0 references
stochastic processes
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9004929661750793
0 references
0.8586195707321167
0 references
0.8219959139823914
0 references
0.8093483448028564
0 references
0.7102352976799011
0 references
