Fredholm determinant of an integral operator driven by a diffusion process.

Lim, Adrian P.C.. "Fredholm determinant of an integral operator driven by a diffusion process.." Journal of Applied Mathematics and Stochastic Analysis 2008 (2008): Article ID 130940, 17 p.-Article ID 130940, 17 p.. <http://eudml.org/doc/55877>.

@article{Lim2008,
author = {Lim, Adrian P.C.},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {diffusion processes; Fredholm determinant; Feynman-Kac formula},
language = {eng},
pages = {Article ID 130940, 17 p.-Article ID 130940, 17 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {Fredholm determinant of an integral operator driven by a diffusion process.},
url = {http://eudml.org/doc/55877},
volume = {2008},
year = {2008},
}

TY - JOUR
AU - Lim, Adrian P.C.
TI - Fredholm determinant of an integral operator driven by a diffusion process.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 2008
PB - Hindawi Publishing Corporation, New York
VL - 2008
SP - Article ID 130940, 17 p.
EP - Article ID 130940, 17 p.
LA - eng
KW - diffusion processes; Fredholm determinant; Feynman-Kac formula
UR - http://eudml.org/doc/55877
ER -