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New stochastic calculus - MaRDI portal

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New stochastic calculus

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Publication:5178827

zbMATH Open1321.60122arXiv1211.5819MaRDI QIDQ5178827

Author name not available (Why is that?)

Publication date: 17 March 2015

Abstract: We present new stochastic differential equations, that are more general and simpler than the existing Ito-based stochastic differential equations. As an example, we apply our approach to the investment (portfolio) model.


Full work available at URL: https://arxiv.org/abs/1211.5819



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