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Publication:3160502
zbMath1120.91013MaRDI QIDQ3160502
Chuan-Hsiang Han, Jean-Pierre Fouque
Publication date: 9 February 2005
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic models in economics (91B70) Applications of stochastic analysis (to PDEs, etc.) (60H30) Derivative securities (option pricing, hedging, etc.) (91G20) PDEs with randomness, stochastic partial differential equations (35R60) Perturbations, asymptotics of solutions to ordinary differential equations (34E10)
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