scientific article

zbMath1338.39031MaRDI QIDQ2814608

Tatsuhiko Saigo, Hiroshi Takahashi, Ken-ichi Yoshihara

Publication date: 22 June 2016

Full work available at URL: http://online.watsci.org/abstract_pdf/2016v23/v23n3b-pdf/4.pdf

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Wiener processstationary sequencedifference equationBlack-Scholes type stochastic differential equationweakly dependent random variable

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of difference equations (39A60) Stochastic difference equations (39A50)

Related Items (1)

Approximation of solutions of multi-dimensional linear stochastic differential equations defined by weakly dependent random variables

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