Laplace approximation of transition densities posed as Brownian expectations
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Submitted manuscript, 304 KB, PDF document
Original language | English |
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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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