✦ LIBER ✦

Stochastic differential equations in finance

✍ Scribed by Keith P. Sharp

Publisher: Elsevier Science
Year: 1990
Tongue: English
Weight: 894 KB
Volume: 39
Category: Article
ISSN: 0096-3003
DOI: 10.1016/0096-3003(90)90009-r

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Nonlinear stochastic differential equati

Nonlinear stochastic differential equations

✍ G Adomian 📂 Article 📅 1976 🏛 Elsevier Science 🌐 English ⚖ 535 KB

Stochastic differential equations in Hil

Stochastic differential equations in Hilbert space

✍ Ruth F Curtain; Peter L Falb 📂 Article 📅 1971 🏛 Elsevier Science 🌐 English ⚖ 860 KB

Functionally perturbed stochastic differ

Functionally perturbed stochastic differential equations

✍ Miljana Jovanović; Svetlana Janković 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 257 KB

## Abstract This paper is devoted to the large class of stochastic differential equations of the Ito type whose coefficients are functionally perturbed and depend on a small parameter. The solution of a such equation is compared with the solution of the corresponding unperturbed equation, in the (2

Nonlinear stochastic differential delay

Nonlinear stochastic differential delay equations

✍ G. Adomian; R. Rach 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 282 KB

Coupled nonlinear stochastic differentia

Coupled nonlinear stochastic differential equations

✍ G Adomian; L.H Sibul; R Rach 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 253 KB

Stochastic nonlinear differential equati

Stochastic nonlinear differential equations. I

✍ O.J. Heilmann; N.G. Van Kampen 📂 Article 📅 1974 🏛 Elsevier Science ⚖ 391 KB