A class of fractional stochastic differential equations (Q1002424)
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scientific article; zbMATH DE number 5519413
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A class of fractional stochastic differential equations |
scientific article; zbMATH DE number 5519413 |
Statements
A class of fractional stochastic differential equations (English)
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26 February 2009
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fractional Brownian motion
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Black-Scholes
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Ginzburg-Landau equation
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Verlhust equation
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ruin probability
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