Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion (Q5391399)
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scientific article; zbMATH DE number 5875188
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion |
scientific article; zbMATH DE number 5875188 |
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Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion (English)
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6 April 2011
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stochastic differential equation
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non-Lipschitz diffusion
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Cox-Ingersoll-Ross model
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