Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: The explicit solution and precise distribution of CKLS model under
  Girsanov transform   We study the relation between CKLS model and CIR model. We prove that under a
suitable transformation, any CKLS model of order $\frac{1}{2}<\gamma<1$ or
$\gamma> 1$ corresponds to a CIR model under a new probability space. Moreover,
we get the explicit solution and the precise distribution of the CKLS model at
any time $t$ under the new probability measure. We also give the moment
estimation of CKLS model.

10
The categories of this paper are: q-bio
9
The categories of this paper are: nlin
6
The categories of this paper are: astro-ph
8
The categories of this paper are: hep-ex
32
The categories of this paper are: atom-ph
30
The categories of this paper are: q-alg
18
The categories of this paper are: econ
23
The categories of this paper are: solv-int
13
The categories of this paper are: quant-ph
12
The categories of this paper are: nucl-th
31
The categories of this paper are: ao-sci
37
The categories of this paper are: supr-con
19
The categories of this paper are: eess
27
The categories of this paper are: comp-gas
17
The categories of this paper are: q-fin
28
The categories of this paper are: alg-geom