Transition probabilities for some ‘special' diffusions (Q3777181)
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scientific article; zbMATH DE number 4038948
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Transition probabilities for some ‘special' diffusions |
scientific article; zbMATH DE number 4038948 |
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Transition probabilities for some ‘special' diffusions (English)
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1987
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Girsanov theorem
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Feynman-Kac formula
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special functions of mathematical physics
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confluent hypergeometric functions
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Laplace transformation
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Legendre functions
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0.7434271574020386
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0.7397295832633972
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0.7283040285110474
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