Right and left matrix-valued stochastic exponentials and explicit solutions to systems of SDEs (Q3119087)
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scientific article; zbMATH DE number 6012664
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| English | Right and left matrix-valued stochastic exponentials and explicit solutions to systems of SDEs |
scientific article; zbMATH DE number 6012664 |
Statements
Right and Left Matrix-Valued Stochastic Exponentials and Explicit Solutions to Systems of SDEs (English)
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7 March 2012
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quadratic variation processes
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SDEs
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stochastic exponentials
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0.7941175103187561
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0.7467931509017944
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0.7436478137969971
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0.742447555065155
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0.7212929129600525
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