Pathwise differentiability with respect to a parameter of solutions of stochastic differential equations
Michel Métivier (1982)
Séminaire de probabilités de Strasbourg
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Michel Métivier (1982)
Séminaire de probabilités de Strasbourg
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Svetlana Janković (1998)
Zbornik Radova
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T. Barth, A. U. Kussmaul (1981)
Annales scientifiques de l'Université de Clermont. Mathématiques
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Norihiko Kazamaki (1972)
Séminaire de probabilités de Strasbourg
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Watanabe, Shinzo (2009)
Journal Électronique d'Histoire des Probabilités et de la Statistique [electronic only]
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Peter Jaeger (2017)
Formalized Mathematics
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We start with the definition of stopping time according to [4], p.283. We prove, that different definitions for stopping time can coincide. We give examples of stopping time using constant-functions or functions defined with the operator max or min (defined in [6], pp.37–38). Finally we give an example with some given filtration. Stopping time is very important for stochastic finance. A stopping time is the moment, where a certain event occurs ([7], p.372) and can be used together with...
Tudor, Ciprian A. (2004)
Journal of Applied Mathematics and Stochastic Analysis
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J. M. Angulo Ibáñez, R. Gutiérrez Jáimez (1988)
Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications
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Hyungsok Ahn, Philip Protter (1994)
Séminaire de probabilités de Strasbourg
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