Itô stochastic differential equations as 2-jets

DOI10.1007/978-3-319-68445-1_63zbMath1428.60074OpenAlexW2766678200MaRDI QIDQ1689193

Damiano Brigo, John Armstrong

Publication date: 12 January 2018

Full work available at URL: https://kclpure.kcl.ac.uk/portal/en/publications/ito-stochastic-differential-equations-as-2jets(d6378133-3ee2-400d-8e6b-44e28f67e053).html

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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