Laplace approximation of transition densities posed as Brownian expectations
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
Laplace approximation of transition densities posed as Brownian expectations. / Markussen, Bo.
In: Stochastic Processes and Their Applications, Vol. 119, No. 1, 2009, p. 208-231.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Markussen, B 2009, 'Laplace approximation of transition densities posed as Brownian expectations', Stochastic Processes and Their Applications, vol. 119, no. 1, pp. 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
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