Stochastic viability and comparison theorems for mixed stochastic differential equations (Q2340306)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6425795
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Stochastic viability and comparison theorems for mixed stochastic differential equations |
scientific article; zbMATH DE number 6425795 |
Statements
Stochastic viability and comparison theorems for mixed stochastic differential equations (English)
0 references
16 April 2015
0 references
mixed stochastic differential equation
0 references
Wiener process
0 references
Hölder continuous process
0 references
pathwise integral
0 references
stochastic viability
0 references
comparison theorem
0 references
long-range dependence
0 references
fractional Brownian motion
0 references
option price estimation
0 references
0 references
0 references
0 references
0 references
0.9439839
0 references
0.9333242
0 references
0.9324407
0 references
0.92934585
0 references
0.9266329
0 references
0.9246539
0 references
