Abstract: This paper proposes a methodology to estimate characteristic functions of stochastic differential equations that are defined over polynomials. For such systems, the time evolution of the ...

We consider functions φ having the following properties: φ(0)=1, φ(-t) = φ(t) φ is continuable to a function analytic in the upper halfplane. We discuss the problem under which conditions such a ...

This paper is concerned with the following question: if a characteristic function satisfies a certain property at the origin, what can be said about its behavior on ...

The characteristic function of a random variable $X$ is $\varphi_X(t) := \E \exp(itX)$. Useful for proving [[central limit theorems]]. The characteristic function of ...