Generating integrable one dimensional driftless diffusions
type: Item
instance of: scholarly article
title: Generating integrable one dimensional driftless diffusions
zbMATH Open document ID: 1109.58034
author: Peter Carr
author: Peter Laurence
author: Tai-Ho Wang
published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris
publication date: 2006-12-14T00:00:00Z
Mathematics Subject Classification ID: 58J65
Mathematics Subject Classification ID: 35R60
zbMATH DE Number: 5080177
zbMATH Keywords: time and state dependent diffusions
MaRDI profile type: Publication
full work available at URL: j.crma.2006.05.025
OpenAlex ID: W2040934032
cites work: On the Transformation of Diffusion Processes into the Wiener Process
cites work: A jump to default extended CEV model: an application of Bessel processes
cites work: Generalised symmetries of Fokker-Planck-type equations
cites work: A theory of the term structure of interest rates
cites work: Two singular diffusion problems
cites work: CLOSED FORM SOLUTIONS FOR QUADRATIC AND INVERSE QUADRATIC TERM STRUCTURE MODELS
cites work: Q4273954
cites work: Symmetry classification and exact solutions of the one-dimensional Fokker-Planck equation with arbitrary coefficients of drift and diffusion
DOI: 10.1016/J.CRMA.2006.05.025
Recommended article: One-Dimensional Stochastic Differential Equations with Generalized Drift
Recommended article: One-dimensional scale invariant diffusions
Recommended article: One dimensional stochastic differential equations with distributional drifts
Recommended article: One-dimensional diffusions and approximation
Recommended article: Q3797989
Recommended article: Q3774683
Recommended article: One-Dimensional Homogeneous Diffusions
Recommended article: One-dimensional stochastic differential equations with generalized and singular drift
Recommended article: Q3706262
description: scientific article; zbMATH DE number 5080177