Geometric Brownian motion with delay: mean square characterisation (Q3600616)
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scientific article
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| English | Geometric Brownian motion with delay: mean square characterisation |
scientific article |
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Geometric Brownian motion with delay: mean square characterisation (English)
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5 February 2009
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stochastic functional differential equations
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geometric Brownian motion
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mean square stability
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renewal equation
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variation of constants formula
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0.816157877445221
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0.8126228451728821
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0.7687904834747314
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0.7590751051902771
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