Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Q4632785 - MaRDI portal

No label defined (Q4632785)

From MaRDI portal

Jump to:navigation, search

scientific article; zbMATH DE number 7049505

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7049505

Statements

scholarly article

0 references

Didier Alain Njamen Njomen

0 references

0 references

Louis Aimé Fono

0 references

publication date

30 April 2019

0 references

full work available at URL

https://www.ejpam.com/index.php/ejpam/article/view/3395

0 references

zbMATH Keywords

Brownian motion

0 references

fractional processes

0 references

mixed fractional Brownian

0 references

Heston mode

0 references

Monte Carlo algorithm

0 references

MaRDI profile type

MaRDI publication profile

0 references

Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients

0 references

Stochastic Stratonovich calculus fBm for fractional Brownian motion with Hurst parameter less than \(1/2\)

0 references

Stochastic integration with respect to the fractional Brownian motion

0 references

Approximations to mild solutions of stochastic semilinear equations with non-Lipschitz coefficients

0 references

One Dimensional Stochastic Differential Equations with No Strong Solution

0 references

Numerical Valuation of High Dimensional Multivariate European Securities

0 references

Stochastic Calculus for Fractional Brownian Motion and Applications

0 references

Stochastic integration with respect to fractional Brownian motion

0 references

Mixed fractional Brownian motion

0 references

Mixed stochastic differential equations: existence and uniqueness result

0 references

Stochastic Calculus for Fractional Brownian Motion I. Theory

0 references

A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options

0 references

An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations

0 references

0 references

THE LAW OF A STOCHASTIC INTEGRAL WITH TWO INDEPENDENT BIFRACTIONAL BROWNIAN MOTIONS

0 references

Fractional Brownian Motions, Fractional Noises and Applications

0 references

Mixed fractional Heston model and the pricing of American options

0 references

Stochastic calculus for fractional Brownian motion and related processes.

0 references

Forward, backward and symmetric stochastic integration

0 references

The existence and uniqueness of energy solutions to local non-Lipschitz stochastic evolution equations

0 references

Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion

0 references

On a comparison theorem for solutions of stochastic differential equations and its applications

0 references

On the successive approximation of solutions of stochastic differential equations

0 references

On the uniqueness of solutions of stochastic differential equations

0 references

Identifiers

zbMATH Open document ID

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

zbMATH DE Number

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:4632785

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4632785&oldid=36489158"