Finite-dimensional distributions of a square-root diffusion (Q5176512)
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scientific article; zbMATH DE number 6408795
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| English | Finite-dimensional distributions of a square-root diffusion |
scientific article; zbMATH DE number 6408795 |
Statements
26 February 2015
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square-root diffusion process
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moment generating functions
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stationary distributions
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discrete sample path
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Bell polynomial
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Kibble-Moran distribution
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Krishnamoorthy-Parthasarathy distribution
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multivariate noncentral chi-squared distribution
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multivariate gamma distribution
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0.7338338494300842
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0.7222933769226074
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0.7166003584861755
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0.7149248719215393
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0.7056270837783813
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