9 citations · 21 across the 15 of their papers we have counts for
Showing 2014 · math.PRShow all
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math.PR2014
On matching diffusions, Laplace transforms and partial differential equations
Maciej Wiśniewolski, Jacek Jakubowski
We present the idea of intertwining of two diffusions by Feynman-Kac operators. We present some variations and implications of the method and give examples of its applications. Amo…
math.PR2014
Exact Distribution of Verhulst process
Maciej Wiśniewolski, Jacek Jakubowski
We investigate a Verhulst process, which is the special functional of geometric Brownian motion and has many applications, among others in biology and in stochastic volatility mode…