Some estimates on exponentials of solutions to stochastic differential equations

DOI10.1155/S1048953304403049zbMath1071.60051OpenAlexW2058942148MaRDI QIDQ1773285

Jiong-min Yong

Publication date: 26 April 2005

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/51653

zbMATH Keywords

mathematical financeexponentials of functionalsinteresting rate

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Financial applications of other theories (91G80)

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