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Captive diffusions and their applications to order-preserving dynamics - MaRDI portal

Captive diffusions and their applications to order-preserving dynamics (Q5161083)

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scientific article; zbMATH DE number 7417223
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Captive diffusions and their applications to order-preserving dynamics
scientific article; zbMATH DE number 7417223

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    Captive diffusions and their applications to order-preserving dynamics (English)
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    29 October 2021
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    bounded diffusions
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    degenerate processes
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    Markov processes
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    stochastic volatility
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    applied mathematics
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    mathematical modelling
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