Bernstein processes, isovectors and mechanics

DOI10.1007/978-3-030-87432-2_11zbMATH Open1499.60247OpenAlexW4211111941MaRDI QIDQ2107416FDOQ2107416

Authors: Paul Lescot, Laurène Valade 

Publication date: 1 December 2022

Full work available at URL: https://doi.org/10.1007/978-3-030-87432-2_11

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zbMATH Keywords

financeisovectorsBernstein processesEuclidian quantum mechanics

Mathematics Subject Classification ID

Diffusion processes (60J60) PDEs with randomness, stochastic partial differential equations (35R60) Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80)

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Cited In (2)

• Some Bernstein processes similar to Cox-Ingersoll-Ross ones
• Bernstein processes, isovectors and mechanics

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