scientific article; zbMATH DE number 1895639

zbMath1030.60057MaRDI QIDQ4803798

Dianfa Chen

Publication date: 22 February 2004

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

zbMATH Keywords

Brownian motionmartingaleterm structure

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Interest rates, asset pricing, etc. (stochastic models) (91G30) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)