A generalized mean-reverting equation and applications (Q5174381)
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scientific article; zbMATH DE number 6405019
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalized mean-reverting equation and applications |
scientific article; zbMATH DE number 6405019 |
Statements
A generalized mean-reverting equation and applications (English)
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17 February 2015
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stochastic differential equations
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rough paths
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large deviation principle
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mean-reversion
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Gaussian processes
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