On backward Kolmogorov equation related to CIR process
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Publication:1641940
DOI10.15559/18-VMSTA98zbMath1391.60141arXiv1804.01693MaRDI QIDQ1641940
Vigirdas Mackevičius, Gabrielė Mongirdaitė
Publication date: 20 June 2018
Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1804.01693
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)