A counting process approach to stochastic interest (Q1905000)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A counting process approach to stochastic interest |
scientific article |
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A counting process approach to stochastic interest (English)
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23 June 1996
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Doleans equation
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marked point process
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payment functions
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ordinary differential equation
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return of an investment
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independent increments
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Markovian environment
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moments
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Thiele's differential equation
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