Application of H-function in the problem related to Ornstein-Uhlenbeck diffusion process

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Application of H-function in the problem related to Ornstein-Uhlenbeck diffusion process

Author & Affiliation:

Pratibha ghughuskar (pratibha_ghughuskar@yahoo.co.in)

Department of Mathematics, Trinity Institute of Technology and Research, Bhopal (M.P.) INDIA

Darshna Jain

Department of Mathematics, Govt. M.V.M. College, Bhopal (M.P.) INDIA

K. Qureshi

Department of Mathematics, NIR Institute of Technology, Bhopal M.P.(INDIA)

Keyword:

H-Function, backward equation, Hermite equation, Differential equation, Ornsteie-Uhlenbeck diffusion process

Issue Date:

April 2010

Abstract:

In this paper we will obtain the general solution of the backward equation occurring in the Ornstein- Uhlenbeck Diffusion process involving H-function of one variable.

Pages:

359-360

ISSN:

2319-8044 (Online) - 2231-346X (Print)

Source:

Vol.22 - No.1

PDF:

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DOI:

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Copy the following to cite this article:

P. Ghughuskar; D. Jain; K. Qureshi, "Application of H-function in the problem related to Ornstein-Uhlenbeck diffusion process", Journal of Ultra Scientist of Physical Sciences, Volume 22, Issue 1, Page Number 359-360, 2018

Copy the following to cite this URL:

Available from: https://www.ultrascientist.org/paper/1066/

This work is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License