On a stochastic heat equation with first order fractional noises and applications to finance (Q714080)
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scientific article; zbMATH DE number 6096061
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a stochastic heat equation with first order fractional noises and applications to finance |
scientific article; zbMATH DE number 6096061 |
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On a stochastic heat equation with first order fractional noises and applications to finance (English)
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19 October 2012
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first order noise
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adjoint operator
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existence and uniqueness
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regularity
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term structure
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arbitrary-free
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