= Gaussian volatility exponential-quadratic transform
{title2=$V(t,\sigma)=e^{P(T-t)+Q(T-t)\sigma+R(T-t)\sigma^2}$}
For <Ornstein-Uhlenbeck process> volatility, matching powers of $\sigma$ reduces the transform PDE to a scalar <Riccati equation> for $R$, a linear equation for $Q$ and an integral for $P$. All coefficients start at zero. The representation exists up to the <Riccati moment-explosion horizon>; it need not remain finite on every horizon for arbitrary exponential powers.
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