The following pages link to Dirk Veestraeten (Q435791):
Displaying 14 items.
- Transition probabilities in a problem of stochastic process switching (Q435792) (← links)
- Expectation revisions and jumps in asset prices (Q1128939) (← links)
- On the multiplicity of option prices under CEV with positive elasticity of variance (Q1621639) (← links)
- The conditional probability density function for a reflected Brownian motion (Q1768389) (← links)
- An alternative approach to modelling relapse in cancer with an application to adenocarcinoma of the prostate (Q2488639) (← links)
- Some integral representations and limits for (products of) the parabolic cylinder function (Q2790231) (← links)
- (Q2813454) (← links)
- A Recursion Formula for the Moments of the First Passage Time of the Ornstein-Uhlenbeck Process (Q2949857) (← links)
- An integral representation for the product of parabolic cylinder functions (Q2968806) (← links)
- On the inverse transform of Laplace transforms that contain (products of) the parabolic cylinder function (Q3448965) (← links)
- An alternative integral representation for the product of two parabolic cylinder functions (Q4600153) (← links)
- On Transition and First Hitting Time Densities and Moments of the Ornstein–Uhlenbeck Process (Q4981818) (← links)
- Some Laplace transforms and integral representations for parabolic cylinder functions and error functions (Q5164414) (← links)
- Some inverse Laplace transforms that contain the Marcum <i>Q</i> function and an expanded property of the Marcum <i>Q</i> function (Q5220680) (← links)
