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The strong convergence of the Carathéodory approximations of the mean-reverting \(\theta\) process with time delay (Q2916789)

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scientific article; zbMATH DE number 6091254
Language Label Description Also known as
English
The strong convergence of the Carathéodory approximations of the mean-reverting \(\theta\) process with time delay
scientific article; zbMATH DE number 6091254

    Statements

    author
    Chunsai Zhang
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    Liangjian Hu
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    publication date
    5 October 2012
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    zbMATH Keywords
    mean-reverting \(\theta\) process
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    Carathéodory approximation
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    strong convergence
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    title
    The strong convergence of the Carathéodory approximations of the mean-reverting \(\theta\) process with time delay (English)
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    Identifiers

    Mathematics Subject Classification ID
    34K50
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    60H35
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    65C30
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    zbMATH DE Number
    6091254
    0 references
     
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