Stochastic evolution equations in Banach spaces and applications to the Heath–Jarrow–Morton–Musiela equations-Reference-Cited by-同舟云学术

Stochastic evolution equations in Banach spaces and applications to the Heath–Jarrow–Morton–Musiela equations

Published:2018-09-28 Issue:4 Volume:22 Page:959-1006
ISSN:0949-2984
Container-title:Finance and Stochastics
language:en
Short-container-title:Finance Stoch

Author:

Brzeźniak Zdzisław,Kok Tayfun

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Finance,Statistics and Probability

Link

http://link.springer.com/article/10.1007/s00780-018-0374-6/fulltext.html

Reference57 articles.

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3. Björk, T.: A Geometric View of the Term Structure of Interest Rates, Lecture notes written by Irene Crimaldi, Scuola Normale Superiore di Pisa, Classe di Scienze, Pisa, Cattedra Galileiana (2000)

4. Bogachev, V.I.: Measure Theory, vol. II. Springer, Berlin (2007)

5. Brzeźniak, Z.: Stochastic partial differential equations in M-type 2 spaces. Potential Anal. 4, 1–45 (1995)

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