A note on the inhomogeneous linear stochastic differential equation. (Q1413415): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Created claim: MaRDI profile type (P1460): MaRDI publication profile (Q5976449), #quickstatements; #temporary_batch_1710362834424 |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 21:59, 13 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the inhomogeneous linear stochastic differential equation. |
scientific article |
Statements
A note on the inhomogeneous linear stochastic differential equation. (English)
0 references
16 November 2003
0 references
Linear stochastic differential equations
0 references
Stochastic exponentials
0 references
Change of numeraire
0 references
Stochastic interest rates
0 references
