Difference equations defined by some dependent random vectors

MaRDI QIDQ4683128zbMATH OpenFDO

Authors Ken-ichi Yoshihara

Publication date 19 September 2018

Full work available at URL https://ynu.repo.nii.ac.jp/?action=repository_uri&item_id=9076

zbMATH Keywords

Black-Scholes equationdifference equationsrandom vectorsstrong invariance principlesstrong mixing random variables

Mathematics Subject Classification ID

Stochastic difference equations (39A50) Functional limit theorems; invariance principles (60F17) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Derivative securities (option pricing, hedging, etc.) (91G20)

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