| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 7548131 | Statistics & Probability Letters | 2018 | 6 Pages |
Abstract
This paper investigates the moments of a diffusion process to derive the formulas for the nth exact moment. Instead of seeking the density or moment-generating functions, we utilize stochastic integrals and their properties to obtain the moments.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Youngyun Yun,