A note on the inhomogeneous linear stochastic differential equation. (Q1413415)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A note on the inhomogeneous linear stochastic differential equation. |
scientific article; zbMATH DE number 2004094
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the inhomogeneous linear stochastic differential equation. |
scientific article; zbMATH DE number 2004094 |
Statements
A note on the inhomogeneous linear stochastic differential equation. (English)
0 references
16 November 2003
0 references
Linear stochastic differential equations
0 references
Stochastic exponentials
0 references
Change of numeraire
0 references
Stochastic interest rates
0 references
0 references
