scientific article; zbMATH DE number 5520769

zbMATH Open1164.60048MaRDI QIDQ3608295FDOQ3608295

Authors: Vladimir Zubchenko 

Publication date: 28 February 2009

Title of this publication is not available (Why is that?)

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zbMATH Keywords

stochastic differential equationsmall parameterintegral functionallimit behaviorlong-term return

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (7)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Long-term behavior of stochastic interest rate models with jumps and memory
• Horizon effect in the term structure of long-run risk-return trade-offs
• Properties of solutions of stochastic differential equations with random coefficients, non-Lipschitz diffusion, and Poisson measures
• A Stylized Model for Long-Run Index Return Dynamics
• Long-term returns in stochastic interest rate models

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