Laplace approximation of transition densities posed as Brownian expectations

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Originalsprog	Engelsk
Tidsskrift	Stochastic Processes and Their Applications
Vol/bind	119
Udgave nummer	1
Sider (fra-til)	208-231
Antal sider	24
ISSN	0304-4149
DOI	https://doi.org/10.1016/j.spa.2008.01.011
Status	Udgivet - 2009

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@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",

}