Dirk Veestraeten

Available identifiers

zbMath Open veestraeten.dirkMaRDI QIDQ435791

List of research outcomes

Publication	Date of Publication	Type
Some Laplace transforms and integral representations for parabolic cylinder functions and error functions	2021-11-11	Paper
Some inverse Laplace transforms that contain the Marcum Q function and an expanded property of the Marcum Q function	2020-03-27	Paper
A new integral equation for the first passage time density of the Ornstein-Uhlenbeck process	2019-08-06	Paper
On the multiplicity of option prices under CEV with positive elasticity of variance	2018-11-09	Paper
An alternative integral representation for the product of two parabolic cylinder functions	2018-01-05	Paper
An integral representation for the product of parabolic cylinder functions	2017-03-22	Paper
Some remarks, generalizations and misprints in the integrals in Gradshteyn and Ryzhik	2016-06-24	Paper
Some integral representations and limits for (products of) the parabolic cylinder function	2016-03-03	Paper
On the inverse transform of Laplace transforms that contain (products of) the parabolic cylinder function	2015-11-03	Paper
A recursion formula for the moments of the first passage time of the Ornstein-Uhlenbeck process	2015-10-02	Paper
On transition and first hitting time densities and moments of the Ornstein-Uhlenbeck process	2014-06-25	Paper
Transition probabilities in a problem of stochastic process switching	2012-07-12	Paper
An alternative approach to modelling relapse in cancer with an application to adenocarcinoma of the prostate	2006-05-11	Paper
The conditional probability density function for a reflected Brownian motion	2005-03-15	Paper
Expectation revisions and jumps in asset prices	1998-08-13	Paper

Research outcomes over time

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