Joint distributions of the maximum and the process for higher-order diffusions. (Q1888769)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Joint distributions of the maximum and the process for higher-order diffusions.
scientific article

    Statements

    Joint distributions of the maximum and the process for higher-order diffusions. (English)
    0 references
    0 references
    0 references
    0 references
    26 November 2004
    0 references
    0 references
    maximal distributions
    0 references
    Feynman-Kac functional
    0 references
    signed measures
    0 references
    Laplace transforms
    0 references