Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval (Q1757249)
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scientific article; zbMATH DE number 6997287
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| English | Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval |
scientific article; zbMATH DE number 6997287 |
Statements
Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval (English)
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3 January 2019
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Laplace transform
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Markov diffusions
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quasi-stationarity
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Shiryaev process
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special functions
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stochastic processes
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0.9004929661750793
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0.8586195707321167
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0.8219959139823914
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0.8093483448028564
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0.7102352976799011
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