Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions (Q536242)
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scientific article; zbMATH DE number 5888532
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| English | Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions |
scientific article; zbMATH DE number 5888532 |
Statements
Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions (English)
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16 May 2011
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Laplace transform
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Cameron-Martin formula
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inhomogeneous diffusion
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maximum likelihood estimation
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\(\alpha \)-Wiener bridges
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0.8187815546989441
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0.744797945022583
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0.7393988966941833
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