Dirk Veestraeten

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Person:435791

Available identifiers

zbMath Open veestraeten.dirkMaRDI QIDQ435791

List of research outcomes

PublicationDate of PublicationType
Some Laplace transforms and integral representations for parabolic cylinder functions and error functions2021-11-11Paper
Some inverse Laplace transforms that contain the Marcum Q function and an expanded property of the Marcum Q function2020-03-27Paper
A new integral equation for the first passage time density of the Ornstein-Uhlenbeck process2019-08-06Paper
On the multiplicity of option prices under CEV with positive elasticity of variance2018-11-09Paper
An alternative integral representation for the product of two parabolic cylinder functions2018-01-05Paper
An integral representation for the product of parabolic cylinder functions2017-03-22Paper
https://portal.mardi4nfdi.de/entity/Q28134542016-06-24Paper
Some integral representations and limits for (products of) the parabolic cylinder function2016-03-03Paper
On the inverse transform of Laplace transforms that contain (products of) the parabolic cylinder function2015-11-03Paper
A Recursion Formula for the Moments of the First Passage Time of the Ornstein-Uhlenbeck Process2015-10-02Paper
On Transition and First Hitting Time Densities and Moments of the Ornstein–Uhlenbeck Process2014-06-25Paper
Transition probabilities in a problem of stochastic process switching2012-07-12Paper
An alternative approach to modelling relapse in cancer with an application to adenocarcinoma of the prostate2006-05-11Paper
The conditional probability density function for a reflected Brownian motion2005-03-15Paper
Expectation revisions and jumps in asset prices1998-08-13Paper

Research outcomes over time


Doctoral students

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