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Stochastics (Abingdon, England : 2005)最新文献

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Integral representation of generalized grey Brownian motion. 广义灰色布朗运动的积分表示。
Stochastics (Abingdon, England : 2005) Pub Date : 2019-07-11 DOI: 10.1080/17442508.2019.1641093
Wolfgang Bock, Sascha Desmettre, José Luís da Silva
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引用次数: 0
Existence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver. 具有局部Lipschitz驱动的lsamv驱动BSDEs的存在唯一性和Malliavin可微性。
Stochastics (Abingdon, England : 2005) Pub Date : 2019-06-12 eCollection Date: 2020-01-01 DOI: 10.1080/17442508.2019.1626859
Christel Geiss, Alexander Steinicke
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引用次数: 3
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