scientific article; zbMATH DE number 1254187

MaRDI QIDQ4227225zbMATH OpenFDO

Authors Guillermo Ferreyra, Padamanbhan Sundar

Publication date 21 September 1999

zbMATH Keywords

comparison theoremstochastic controlstochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Financial applications of other theories (91G80)

Recommendations

• Comparison theorems and their applications for SDEs driven by fractional Brownian motions
• On comparison theorem and its applications to finance
• Using a geometric Brownian motion to control a Brownian motion and vice versa
• Comparison of solutions of stochastic equations and applications
• scientific article; zbMATH DE number 554697

Cited in

(1)

• Comparison of solutions of stochastic equations and applications

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4227225)