Geometric Brownian motion with delay: mean square characterisation

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Publication:3600616

DOI10.1090/S0002-9939-08-09490-2zbMath1156.60045arXivmath/0703837OpenAlexW2015493381MaRDI QIDQ3600616

Xuerong Mao, John A. D. Appleby, Markus Riedle

Publication date: 5 February 2009

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0703837




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