Weak existence of the squared Bessel and CIR processes with skew reflection on a deterministic time-dependent curve (Q963028): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak existence of the squared Bessel and CIR processes with skew reflection on a deterministic time-dependent curve |
scientific article |
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Weak existence of the squared Bessel and CIR processes with skew reflection on a deterministic time-dependent curve (English)
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8 April 2010
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diffusion processes
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local time and additive functionals
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boundary value problems for second-order
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parabolic equations
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Dirichlet spaces
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