scientific article; zbMATH DE number 1530115
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Publication:4514559
zbMath0968.60054MaRDI QIDQ4514559
Publication date: 11 September 2001
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
bilinear stochastic differential equationOnsager-Machlup functiongeneralized geometric Brownian motionsmodeling the prices of stocks
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)
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