The stochastic dynamic exponential and geometric Brownian motion on isolated time scales
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Publication:986012
zbMath1202.60132MaRDI QIDQ986012
Suman Sanyal, Martin J. Bohner
Publication date: 10 August 2010
Published in: (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.cma/1279647309
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Numerical solutions to stochastic differential and integral equations (65C30) Foundations of stochastic processes (60G05) Real analysis on time scales or measure chains (26E70) Stochastic difference equations (39A50)
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