arXiv1201.2690MaRDI QIDQ6230227
Anis Matoussi, Armand Ngoupeyou, Monique Jeanblanc-Picqué
Publication date: 12 January 2012
Mathematics Subject Classification ID
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)