Fundamental solutions to Kolmogorov equations via reduction to canonical form.
Journal of Applied Mathematics and Decision Sciences (2006)
- Volume: 2006, Issue: 3, page Article ID 19181, 24 p.-Article ID 19181, 24 p.
- ISSN: 2090-3359
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topGoard, Joanna. "Fundamental solutions to Kolmogorov equations via reduction to canonical form.." Journal of Applied Mathematics and Decision Sciences 2006.3 (2006): Article ID 19181, 24 p.-Article ID 19181, 24 p.. <http://eudml.org/doc/129658>.
@article{Goard2006,
author = {Goard, Joanna},
journal = {Journal of Applied Mathematics and Decision Sciences},
keywords = {backward Kolmogorov equations; exact solutions; stochastic ODEs; applications in finance},
language = {eng},
number = {3},
pages = {Article ID 19181, 24 p.-Article ID 19181, 24 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {Fundamental solutions to Kolmogorov equations via reduction to canonical form.},
url = {http://eudml.org/doc/129658},
volume = {2006},
year = {2006},
}
TY - JOUR
AU - Goard, Joanna
TI - Fundamental solutions to Kolmogorov equations via reduction to canonical form.
JO - Journal of Applied Mathematics and Decision Sciences
PY - 2006
PB - Hindawi Publishing Corporation, New York
VL - 2006
IS - 3
SP - Article ID 19181, 24 p.
EP - Article ID 19181, 24 p.
LA - eng
KW - backward Kolmogorov equations; exact solutions; stochastic ODEs; applications in finance
UR - http://eudml.org/doc/129658
ER -
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