Entropies of Cox-Ingersoll-Ross and Bessel processes as functions of time and of related parameters

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Bibliographic Details
Main Authors:	Kucha, Ivan, Mishura, Yuliya, Ralchenko, Kostiantyn
Format:	Preprint
Published:	2025
Subjects:	Probability 94A17, 60E05, 60H10, 60J60
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2507.14684