Advances in Applied Probability, Vol. 19, No. 3 (Sep., 1987), pp. 632-651 (20 pages) We consider a class of functions on [0,∞), denoted by Ω , having Laplace transforms with only negative zeros and ...
We consider tempered stable Lévy subordinators and develop a bridge sampling method. An approximate conditional probability density function (PDF) given the terminal values is derived with stable ...
Results that may be inaccessible to you are currently showing.
Hide inaccessible results
Feedback