摘要翻译：
伯恩斯坦过程是欧几里得量子力学中出现的布朗扩散。与这些过程相关的Hamilton-Jacobi-Bellman方程的对称性知识使人们能够获得随机过程之间的关系(Lescot-Zambrini，《概率进展》，第58和59卷）。最近，似乎每一个因素仿射利率模型（在勒布朗-Scaillet的意义上）都可以用这样一个伯恩斯坦过程来描述。
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英文标题：
《On affine interest rate models》
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作者：
Paul Lescot (LMRS)
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最新提交年份：
2011
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分类信息：

一级分类：Mathematics        数学
二级分类：Probability        概率
分类描述：Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用：例如中心极限定理，大偏差，随机微分方程，统计力学模型，排队论
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一级分类：Quantitative Finance        数量金融学
二级分类：Computational Finance        计算金融学
分类描述：Computational methods, including Monte Carlo, PDE, lattice and other numerical methods with applications to financial modeling
计算方法，包括蒙特卡罗，偏微分方程，格子和其他数值方法，并应用于金融建模
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英文摘要：
  Bernstein processes are Brownian diffusions that appear in Euclidean Quantum Mechanics. Knowledge of the symmetries of the Hamilton-Jacobi-Bellman equation associated with these processes allows one to obtain relations between stochastic processes (Lescot-Zambrini, Progress in Probability, vols 58 and 59). More recently it has appeared that each one--factor affine interest rate model (in the sense of Leblanc-Scaillet) could be described using such a Bernstein process.
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PDF链接：
https://arxiv.org/pdf/0911.2757