SDEs with uniform distributions: peacocks, conic martingales and mean reverting uniform diffusions (Q2182620)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SDEs with uniform distributions: peacocks, conic martingales and mean reverting uniform diffusions |
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SDEs with uniform distributions: peacocks, conic martingales and mean reverting uniform diffusions (English)
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26 May 2020
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uniformly distributed stochastic differential equation
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conic martingales
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peacock process
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uniformly distributed diffusion
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mean reverting uniform SDE
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