Laplace approximation of transition densities posed as Brownian expectations
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Submitted manuscript, 304 KB, PDF document
| Original language | English |
|---|---|
| Journal | Stochastic Processes and Their Applications |
| Volume | 119 |
| Issue number | 1 |
| Pages (from-to) | 208-231 |
| Number of pages | 24 |
| ISSN | 0304-4149 |
| DOIs | |
| Publication status | Published - 2009 |
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