Stability problems for Cantor stochastic differential equations

Author:

Hashimoto HiroyaORCID,Tsuchiya TakahiroORCID

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference25 articles.

1. The law of the euler scheme for stochastic differential equations;Bally;Probab. Theory Related Fields,1996

2. Pathwise uniqueness for a degenerate stochastic differential equation;Bass;Ann. Probab.,2007

3. Handbook of Brownian Motion: Facts and Formulae.;Borodin,2002

4. Smoothness and asymptotic estimates of densities for sdes with locally smooth coefficients and applications to square root-type diffusions;De Marco;Ann. Appl. Probab.,2011

5. Convergence of discretized stochastic (interest rate) processes with stochastic drift term;Deelstra;Appl. Stoch. Models Data Anal.,1998

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