RDP 2008-09: A Term Structure Decomposition of the Australian Yield Curve Equation (B4)

d P^{i} = (\frac{\partial P^{i}}{\partial t} + μ_{r} \frac{\partial P^{i}}{\partial r} + \frac{1}{2} σ_{r}^{2} \frac{\partial^{2} P^{i}}{\partial r^{2}}) d t + σ_{r} \frac{\partial P^{i}}{\partial r} d W_{t}