Density of generalized Verhulst process and Bessel process with constant drift (Q507027)
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scientific article; zbMATH DE number 6680223
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| English | Density of generalized Verhulst process and Bessel process with constant drift |
scientific article; zbMATH DE number 6680223 |
Statements
Density of generalized Verhulst process and Bessel process with constant drift (English)
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3 February 2017
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Verhulst process
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exponential change of measure
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geometric Brownian motion
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Bessel process with constant drift
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0.811625599861145
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0.7353832125663757
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0.7219506502151489
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0.7186216115951538
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0.7060756087303162
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