Analytic moment and Laplace transform formulae for the quasi-stationary distribution of the Shiryaev diffusion on an interval
Crossref DOI link: https://doi.org/10.1007/s00362-018-1019-8
Published Online: 2018-07-10
Published Print: 2018-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Polunchenko, Aleksey S. http://orcid.org/0000-0001-8025-4059
Pepelyshev, Andrey
Funding for this research was provided by:
Simons Foundation (304574)
Text and Data Mining valid from 2018-07-10
Article History
Received: 13 March 2018
Revised: 23 May 2018
First Online: 10 July 2018