scientific article; zbMATH DE number 529830

zbMATH Open0791.60068MaRDI QIDQ4285597FDOQ4285597

Authors: S. D. Bajpai 

Publication date: 7 July 1994

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Ornstein-Uhlenbeck processdiffusion processHermite polynomialsgeneral solution to backward equation

Mathematics Subject Classification ID

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

Cited In (4)

• Fourier boundary value problems for the Kolmogorov equation for the Ornstein-Uhlenbeck diffusion process with degeneration
• The fundamental solution of the master equation for a jump-diffusion Ornstein-Uhlenbeck process
• Title not available (Why is that?)
• A solution of the Ornstein-Uhlenbeck equation

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