An Extension to Gaussian Semigroup and Some Applications

Details An Extension to Gaussian Semigroup and Some Applications An Extension to Gaussian Semigroup and Some Applications

2006-11-21

arxiv.org/abs/math/0611644v1

Mathematics

Probability

16 pages, 4 figures

Scientific paper

We look at the semigroup generated by a system of heat equations.
Applications to testing normality and option pricing are addressed.

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