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Keywords
- Fundamental Solution
- Hypergeometric Function
- Standard Brownian Motion
- Follow Boundary Condition
- Geometric Brownian Motion
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Peskir, G. (2006). On the Fundamental Solution of the Kolmogorov–Shiryaev Equation. In: From Stochastic Calculus to Mathematical Finance. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-30788-4_26
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DOI: https://doi.org/10.1007/978-3-540-30788-4_26
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