Density of generalized Verhulst process and Bessel process with constant drift
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Publication:507027
DOI10.1007/s10986-016-9329-9zbMath1376.60056MaRDI QIDQ507027
Publication date: 3 February 2017
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-016-9329-9
geometric Brownian motion; exponential change of measure; Bessel process with constant drift; Verhulst process