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Asymptotic and exponential decay in mean square for delay geometric Brownian motion - MaRDI portal

Asymptotic and exponential decay in mean square for delay geometric Brownian motion

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Publication:6340273

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DOI10.21136/AM.2021.0358-20arXiv2005.03752WikidataQ115497884 ScholiaQ115497884MaRDI QIDQ6340273

Jan Haskovec

Publication date: 7 May 2020

Mathematics Subject Classification ID

Asymptotic theory of functional-differential equations (34K25) Brownian motion (60J65) Stochastic functional-differential equations (34K50)

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