Using a geometric Brownian motion to control a Brownian motion and vice versa
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Publication:1275935
DOI10.1016/S0304-4149(97)00040-9zbMath0911.60040MaRDI QIDQ1275935
Publication date: 14 January 1999
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4149(97)00040-9
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
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