Closed form approximations for transition densities: a path integral approach

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HAL Id: hal-00003788

https://hal.archives-ouvertes.fr/hal-00003788

Preprint submitted on 6 Jan 2005

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Closed form approximations for transition densities: a path integral approach

Marc Goovaerts, Ann de Schepper, Marc Decamps

To cite this version:

Marc Goovaerts, Ann de Schepper, Marc Decamps. Closed form approximations for transition densi-

ties: a path integral approach. 2003. �hal-00003788�

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