Stochastic viability and comparison theorems for mixed stochastic differential equations (Q2340306): Difference between revisions

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Property / author: Alexander V. Melnikov / rank
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Property / author: Yuliya S. Mishura / rank
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Property / author: Georgiy M. Shevchenko / rank
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Property / author
 
Property / author: Alexander V. Melnikov / rank
 
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Property / author: Yuliya S. Mishura / rank
 
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Property / author: Georgiy M. Shevchenko / rank
 
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Property / arXiv ID: 1211.1814 / rank
 
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Latest revision as of 23:46, 9 July 2024

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Stochastic viability and comparison theorems for mixed stochastic differential equations
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    Stochastic viability and comparison theorems for mixed stochastic differential equations (English)
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    16 April 2015
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    mixed stochastic differential equation
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    Wiener process
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    Hölder continuous process
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    pathwise integral
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    stochastic viability
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    comparison theorem
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    long-range dependence
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    fractional Brownian motion
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    option price estimation
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