Some results on strong solutions of SDEs with applications to interest rate models (Q885261): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 16:59, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some results on strong solutions of SDEs with applications to interest rate models |
scientific article |
Statements
Some results on strong solutions of SDEs with applications to interest rate models (English)
0 references
8 June 2007
0 references
SDEs
0 references
strong solutions
0 references
Lipschitz conditions
0 references
term structure models
0 references
HJM interest rate models
0 references
