Zobrazeno 1 - 1
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pro vyhledávání: '"Khlifa, Meriem Bel Hadj"'
Publikováno v:
Modern Stochastics: Theory and Applications 2016, Vol. 3, No. 4, 269-285
We consider a stochastic differential equation of the form \[dX_t=\theta a(t,X_t)\,dt+\sigma_1(t,X_t)\sigma_2(t,Y_t)\,dW_t\] with multiplicative stochastic volatility, where $Y$ is some adapted stochastic process. We prove existence--uniqueness resul
Externí odkaz:
http://arxiv.org/abs/1701.01238
