Computation of Fredholm determinants for quadratic Ornstein-Uhlenbeck functionals (Q514947): Difference between revisions

@@ Property / DOI @@
-.11650/tjm.19.2015.4072
@@ Property / DOI: 10.11650/tjm.19.2015.4072 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+J60
@@ Property / Mathematics Subject Classification ID: 60J60 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+A10
@@ Property / Mathematics Subject Classification ID: 44A10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+B05
@@ Property / Mathematics Subject Classification ID: 45B05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+D05
@@ Property / Mathematics Subject Classification ID: 45D05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+J70
@@ Property / Mathematics Subject Classification ID: 60J70 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+F40
@@ Property / Mathematics Subject Classification ID: 65F40 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G60
@@ Property / Mathematics Subject Classification ID: 91G60 / rank @@
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@@ Property / zbMATH DE Number @@
+6693587
@@ Property / zbMATH DE Number: 6693587 / rank @@
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@@ Property / zbMATH Keywords @@
+Ornstein-Uhlenbeck process
@@ Property / zbMATH Keywords: Ornstein-Uhlenbeck process / rank @@
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@@ Property / zbMATH Keywords @@
+quadratic Brownian functionals
@@ Property / zbMATH Keywords: quadratic Brownian functionals / rank @@
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@@ Property / zbMATH Keywords @@
+Fredholm expansions and equations
@@ Property / zbMATH Keywords: Fredholm expansions and equations / rank @@
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@@ Property / zbMATH Keywords @@
+Volterra operators
@@ Property / zbMATH Keywords: Volterra operators / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Cox-Ingersoll-Ross model
@@ Property / zbMATH Keywords: Cox-Ingersoll-Ross model / rank @@
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@@ Property / zbMATH Keywords @@
+bond pricing
@@ Property / zbMATH Keywords: bond pricing / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.11650/tjm.19.2015.4072
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+W1760156264
@@ Property / OpenAlex ID: W1760156264 / rank @@
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@@ Property / DOI @@
+.11650/TJM.19.2015.4072
@@ Property / DOI: 10.11650/TJM.19.2015.4072 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:514947