Regularity of stochastic flows of stochastic differential equations with singular coefficients and a - detaljert visning

Regularity of stochastic flows of stochastic differential equations with singular coefficients and applications to finance

David Ruiz Baños
Bok Engelsk 2015


Utgitt	[Oslo] : Department of Mathematics, Faculty of Mathematics and Natural Sciences, University of Oslo , 2015
Omfang	VII, 219 s.
Opplysninger	Avhandling (pd.d.) - Universitetet i Oslo, 2015
Emner	Finansmatematikk Stokastiske differensialligninger
Dewey	519.2