Stochastic viability and comparison theorems for mixed stochastic differential equations (Q2340306)
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scientific article
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| English | Stochastic viability and comparison theorems for mixed stochastic differential equations |
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Stochastic viability and comparison theorems for mixed stochastic differential equations (English)
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16 April 2015
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mixed stochastic differential equation
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Wiener process
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Hölder continuous process
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pathwise integral
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stochastic viability
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comparison theorem
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long-range dependence
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fractional Brownian motion
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option price estimation
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0.9439839
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0.9333242
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0.9324407
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0.92934585
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0.9266329
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0.9246539
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