Sandwiched SDEs with unbounded drift driven by Hölder noises (Q6068847)
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scientific article; zbMATH DE number 7779237
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sandwiched SDEs with unbounded drift driven by Hölder noises |
scientific article; zbMATH DE number 7779237 |
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Sandwiched SDEs with unbounded drift driven by Hölder noises (English)
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15 December 2023
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sandwiched process
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unbounded drift
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Hölder continuous noise
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numerical scheme
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stochastic volatility
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