scientific article; zbMATH DE number 5257362

zbMath1140.65013MaRDI QIDQ5453897

Omid Solaymani Fard

Publication date: 3 April 2008

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

zbMATH Keywords

linearizationnonlinear stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) 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)

Related Items (1)

A semigroup approach to generalized Black-Scholes type equations in incomplete markets

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