scientific article; zbMATH DE number 5066278
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Publication:5493563
zbMath1101.60042MaRDI QIDQ5493563
Publication date: 23 October 2006
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Laplace transformconfluent hypergeometric functionmodified Bessel functionKolmogorov forward equationShiryaev processintegral of geometric Brownian motionHankel's contour integral
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
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