most citedEffect of local charge fluctuations on spin physics in the Neel state of LaCuO

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physics.soc-ph2007

A Closed-Form Approximation of Likelihood Functions for Discretely Sampled Diffusions: the Exponent Expansion

Luca Capriotti

In this paper we discuss a closed-form approximation of the likelihood functions of an arbitrary diffusion process. The approximation is based on an exponential ansatz of the trans…