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Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions
16 October 2008
M. Barczy
G. Pap
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Papers citing
"Explicit formulas for Laplace transforms of certain functionals of some time inhomogeneous diffusions"
2 / 2 papers shown
Bias-correction of the maximum likelihood estimator for the
α
α
α
-Brownian bridge
Maik Gorgens
M. Thulin
127
8
0
17 Apr 2014
Parameter estimation for alpha-fractional bridges
Khalifa Es-Sebaiy
I. Nourdin
312
5
0
30 Jan 2011
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