Some estimates on exponentials of solutions to stochastic differential equations.

Yong, Jiongmin

Journal of Applied Mathematics and Stochastic Analysis (2004)

  • Volume: 2004, Issue: 4, page 287-316
  • ISSN: 2090-3332

How to cite

top

Yong, Jiongmin. "Some estimates on exponentials of solutions to stochastic differential equations.." Journal of Applied Mathematics and Stochastic Analysis 2004.4 (2004): 287-316. <http://eudml.org/doc/51653>.

@article{Yong2004,
author = {Yong, Jiongmin},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {exponentials of functionals; mathematical finance; interesting rate},
language = {eng},
number = {4},
pages = {287-316},
publisher = {Hindawi Publishing Corporation, New York},
title = {Some estimates on exponentials of solutions to stochastic differential equations.},
url = {http://eudml.org/doc/51653},
volume = {2004},
year = {2004},
}

TY - JOUR
AU - Yong, Jiongmin
TI - Some estimates on exponentials of solutions to stochastic differential equations.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 2004
PB - Hindawi Publishing Corporation, New York
VL - 2004
IS - 4
SP - 287
EP - 316
LA - eng
KW - exponentials of functionals; mathematical finance; interesting rate
UR - http://eudml.org/doc/51653
ER -

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.