On a stochastic heat equation with first order fractional noises and applications to finance (Q714080)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a stochastic heat equation with first order fractional noises and applications to finance |
scientific article |
Statements
On a stochastic heat equation with first order fractional noises and applications to finance (English)
0 references
19 October 2012
0 references
first order noise
0 references
adjoint operator
0 references
existence and uniqueness
0 references
regularity
0 references
term structure
0 references
arbitrary-free
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
