Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion
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Publication:5391399
DOI10.1090/S0094-9000-09-00774-1zbMath1224.91194MaRDI QIDQ5391399
S. V. Posashkova, Yuliya S. Mishura, Georgiy M. Shevchenko
Publication date: 6 April 2011
Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Financial applications of other theories (91G80) Interest rates, asset pricing, etc. (stochastic models) (91G30)
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