Vasicek and Cox-Ingersoll-Ross Lie brackets: Computed results vs W. Sinkala’s results
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Abstract
We present the computation of the infinitesimal generators of Vasicek PDE and Cox-Ingersoll-Ross PDE obtained using Mathematica and comparing the results to Sinkala’s computation after reviewing an article. We confirm our results in Lie brackets and compare them to Sinkala’s.
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- europepmc
- last seen: 2026-05-20T01:45:00.602351+00:00
- unpaywall
- last seen: 2026-05-20T11:00:21.680559+00:00