On backward Kolmogorov equation related to CIR process (Q1641940): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
(One intermediate revision by one other user not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / arXiv ID | |||
Property / arXiv ID: 1804.01693 / rank | |||
Normal rank |
Revision as of 21:10, 18 April 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On backward Kolmogorov equation related to CIR process |
scientific article |
Statements
On backward Kolmogorov equation related to CIR process (English)
0 references
20 June 2018
0 references
backward Kolmogorov equation
0 references
CIR process
0 references
squared Bessel process
0 references