A general model system related to affine stochastic differential equations (Q4965634)
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scientific article; zbMATH DE number 7318762
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general model system related to affine stochastic differential equations |
scientific article; zbMATH DE number 7318762 |
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A general model system related to affine stochastic differential equations (English)
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9 March 2021
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stochastic differential equations
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square root process
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Feller condition
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multidimentional system
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Duffie-Kan theorem
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Allen's method
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