A note on the inhomogeneous linear stochastic differential equation.
type: Item
instance of: scholarly article
title: A note on the inhomogeneous linear stochastic differential equation.
zbMATH Open document ID: 1081.60050
DOI: 10.1016/S0167-6687(03)00134-3
author: Stefan R. Jaschke
published in: Insurance Mathematics \& Economics
publication date: 2003-11-16T00:00:00Z
Mathematics Subject Classification ID: 60H20
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 2004094
zbMATH Keywords: Linear stochastic differential equations
zbMATH Keywords: Stochastic exponentials
zbMATH Keywords: Change of numeraire
zbMATH Keywords: Stochastic interest rates
MaRDI profile type: Publication
Wikidata QID: Q115339589
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description: scientific article; zbMATH DE number 2004094