On backward Kolmogorov equation related to CIR process (Q1641940)

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On backward Kolmogorov equation related to CIR process
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    Statements

    title
    On backward Kolmogorov equation related to CIR process (English)
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    publication date
    20 June 2018
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    zbMATH Keywords
    backward Kolmogorov equation
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    CIR process
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    squared Bessel process
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    Identifiers

    DOI
    10.15559/18-VMSTA98
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    zbMATH DE Number
    6891752
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    arXiv ID
    1804.01693
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