Hulley, Hardy; Platen, Eckhard - Finance Discipline Group, Business School - 2008
40, 60J35, 60J50, 65L99.
Keywords. Difiusions, flrst-passage times, Laplace transforms, local martin-
gales, ordinary … Laplace transforms then implies that limz"1Px(¿z < t) = 0,
for all t 2R+. A similar argument, based on the fact that `fi is ….13 from the perspective
of Laplace transforms:
Theorem 3.14. Suppose Assumptions 3.7 and 3.8 are in force. Then the following …