Chernoff's distribution and differential equations of parabolic and Airy type (Q472386)
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scientific article; zbMATH DE number 6370968
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| English | Chernoff's distribution and differential equations of parabolic and Airy type |
scientific article; zbMATH DE number 6370968 |
Statements
Chernoff's distribution and differential equations of parabolic and Airy type (English)
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19 November 2014
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parabolic partial differential equations
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Airy functions
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Scorer functions
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Brownian motion with parabolic drift
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Cameron-Martin-Girsanov formula
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Feynman-Kac formula
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0.7999602556228638
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0.7896212339401245
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0.7879926562309265
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0.7803778648376465
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