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zbMath1240.65006MaRDI QIDQ3113551

Nguyen Tien Dung

Publication date: 18 January 2012

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

zbMATH Keywords

stochastic differential equation fractional Brownian motion ruin probability asset liability management semimartingale approach

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Fractional ordinary differential equations (34A08)

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