scientific article; zbMATH DE number 529830

MaRDI QIDQ4285597zbMATH OpenFDO

Authors S. D. Bajpai

Publication date 7 July 1994

zbMATH Keywords

Ornstein-Uhlenbeck processdiffusion processHermite polynomialsgeneral solution to backward equation

Mathematics Subject Classification ID

Diffusion processes (60J60) Series solutions to PDEs (35C10)

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(4)

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• The fundamental solution of the master equation for a jump-diffusion Ornstein-Uhlenbeck process
• scientific article; zbMATH DE number 6889625 (Why is no real title available?)
• A solution of the Ornstein-Uhlenbeck equation

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