Sticky Feller diffusions (Q6165209)
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scientific article; zbMATH DE number 7707106
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sticky Feller diffusions |
scientific article; zbMATH DE number 7707106 |
Statements
Sticky Feller diffusions (English)
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4 July 2023
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slowly reflecting (sticky) boundary behaviour
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sticky (Feller) boundary condition
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Brownian motion
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Bessel process
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Feller branching diffusion
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Cox-Ingersoll-Ross model
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Ornstein-Uhlenbeck process
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Vasicek model
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stochastic differential equation
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diffusion local time
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time change
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transition probability density function
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Laplace transform
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Green function
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Kolmogorov forward/backward equation
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scale function
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speed measure
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modified Bessel function
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Kummer's confluent hypergeometric function
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Tricomi's confluent hypergeometric function
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Mittag-Leffler function
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gamma function
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