A generalized Cox-Ingersoll-Ross equation with growing initial conditions (Q2182793)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalized Cox-Ingersoll-Ross equation with growing initial conditions |
scientific article |
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A generalized Cox-Ingersoll-Ross equation with growing initial conditions (English)
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26 May 2020
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Cox-Ingersoll-Ross equation
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\(( C_0 )\) semigroups
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Feynman-Kac type formula
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large initial condition
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