Cited by 2
On backward Kolmogorov equation related to CIR process

Second-Order Weak Approximations of CKLS and CEV Processes by Discrete Random Variables
Gytenis Lileika, Vigirdas Mackevičius
Journal:  Mathematics Volume 9, Issue 12 (2021), p. 1337
Weak approximation of CKLS and CEV processes by discrete random variables
Gytenis Lileika, Vigirdas Mackevičius
Journal:  Lithuanian Mathematical Journal Volume 60, Issue 2 (2020), p. 208