Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval (Q1757249)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval |
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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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