The following pages link to (Q3906842):
Displaying 6 items.
- Term structure of interest rates: The martingale approach (Q583070) (← links)
- New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients (Q744233) (← links)
- Some remarks on stochastic differential equations in the plane with local Lipschitz coefficients (Q1083765) (← links)
- A study of a class of stochastic differential equations with non-Lipschitzian coefficients (Q2575171) (← links)
- Strong comparison of solutions of one-dimensional stochastic differential equations (Q2639424) (← links)
- Strong solutions for jump-type stochastic differential equations with non-Lipschitz coefficients (Q5086493) (← links)
