Search Results - "Stochastic differential equations"

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  1. Existence result for a class of stochastic quasilinear partial differential equations with non-standard growth

    Published 2013
    Subjects: “…Stochastic differential equations…”
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  2. Statistical study of the stochastic area by Mnyulwa, Thamu

    Published 2023
    Subjects: “…Stochastic differential equations…”
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  3. Optimal cross hedging of Insurance derivatives using quadratic BSDEs by Ndounkeu, Ludovic Tangpi

    Published 2011
    Subjects: “…Backward stochastic differential equations…”
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  4. Dynamical large deviations of diffusions by Du Buisson, Johannes Petrus

    Published 2023
    Subjects: “…Stochastic differential equations -- Mathematical models…”
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  5. A brief analysis of certain numerical methods used to solve stochastic differential equations

    Published 2013
    Subjects: “…Stochastic differential equations…”
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  6. Perturbation methods in derivatives pricing under stochastic volatility by Kateregga, Michael

    Published 2012
    Subjects: “…Lipschitz stochastic differential equation…”
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