Generating integrable one dimensional driftless diffusions (Q857067): Difference between revisions

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+https://doi.org/10.1016/j.crma.2006.05.025
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+W2040934032
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@@ Property / cites work @@
+On the Transformation of Diffusion Processes into the Wiener Process
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+A jump to default extended CEV model: an application of Bessel processes
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+Generalised symmetries of Fokker-Planck-type equations
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+A Theory of the Term Structure of Interest Rates
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+Two singular diffusion problems
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+CLOSED FORM SOLUTIONS FOR QUADRATIC AND INVERSE QUADRATIC TERM STRUCTURE MODELS
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+Q4273954
@@ Property / cites work: Q4273954 / rank @@
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+Symmetry classification and exact solutions of the one-dimensional Fokker-Planck equation with arbitrary coefficients of drift and diffusion
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+Publication:857067