Laplace approximation of transition densities posed as Brownian expectations

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Standard

Laplace approximation of transition densities posed as Brownian expectations. / Markussen, Bo.

I: Stochastic Processes and Their Applications, Bind 119, Nr. 1, 2009, s. 208-231.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Markussen, B 2009, 'Laplace approximation of transition densities posed as Brownian expectations', Stochastic Processes and Their Applications, bind 119, nr. 1, s. 208-231. https://doi.org/10.1016/j.spa.2008.01.011

APA

Markussen, B. (2009). Laplace approximation of transition densities posed as Brownian expectations. Stochastic Processes and Their Applications, 119(1), 208-231. https://doi.org/10.1016/j.spa.2008.01.011

Vancouver

Markussen B. Laplace approximation of transition densities posed as Brownian expectations. Stochastic Processes and Their Applications. 2009;119(1):208-231. https://doi.org/10.1016/j.spa.2008.01.011

Author

Markussen, Bo. / Laplace approximation of transition densities posed as Brownian expectations. I: Stochastic Processes and Their Applications. 2009 ; Bind 119, Nr. 1. s. 208-231.

Bibtex

@article{35fc3450c85111dd9473000ea68e967b,
title = "Laplace approximation of transition densities posed as Brownian expectations",
author = "Bo Markussen",
year = "2009",
doi = "10.1016/j.spa.2008.01.011",
language = "English",
volume = "119",
pages = "208--231",
journal = "Stochastic Processes and their Applications",
issn = "0304-4149",
publisher = "Elsevier BV * North-Holland",
number = "1",

}

RIS

TY - JOUR

T1 - Laplace approximation of transition densities posed as Brownian expectations

AU - Markussen, Bo

PY - 2009

Y1 - 2009

U2 - 10.1016/j.spa.2008.01.011

DO - 10.1016/j.spa.2008.01.011

M3 - Journal article

VL - 119

SP - 208

EP - 231

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

SN - 0304-4149

IS - 1

ER -

ID: 9091259