Pages that link to "Item:Q4495501"
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The following pages link to On explicit solutions to stochastic differential equations (Q4495501):
Displaying 17 items.
- On sufficient conditions for nonexplosion of solutions to stochastic differential equations (Q751726) (← links)
- Exact solutions of stochastic differential equations: Gompertz, generalized logistic and revised exponential (Q973030) (← links)
- On solutions to Itô stochastic differential equations (Q1408412) (← links)
- New method to option pricing for the general Black-Scholes model -- an actuarial approach (Q1430587) (← links)
- On explicit local solutions of Itô diffusions (Q1733803) (← links)
- Analytical solutions for stochastic differential equations via martingale processes (Q1992167) (← links)
- On the existence of solutions to stochastic differential equations on Loeb spaces (Q3333818) (← links)
- Limit at Zero of the First-Passage Time Density and the Inverse Problem for One-Dimensional Diffusions (Q3423709) (← links)
- (Q3530249) (← links)
- (Q3539595) (← links)
- (Q3976230) (← links)
- ON EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC EQUATIONS (Q4153418) (← links)
- EXPLICIT HESTON SOLUTIONS AND STOCHASTIC APPROXIMATION FOR PATH-DEPENDENT OPTION PRICING (Q4608114) (← links)
- (Q4668838) (← links)
- (Q4866234) (← links)
- (Q5186503) (← links)
- The Method of Upper and Lower Solutions of Stochastic Differential Equations and Applications (Q5443462) (← links)