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Q3109105 - MaRDI portal

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    Statements

    author
    Chunsai Zhang
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    Liangjian Hu
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    publication date
    27 January 2012
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    zbMATH Keywords
    mean-reverting \(\theta\) process
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    existence and uniqueness
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    nonnegativity
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    Euler-Maruyama approximate solution
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    Identifiers

    Mathematics Subject Classification ID
    34K60
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    91G30
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    34K28
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    34K50
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    60H35
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    65C30
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    zbMATH DE Number
    6001687
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