dc.date.accessioned | 2013-03-12T08:16:46Z | |
dc.date.available | 2013-03-12T08:16:46Z | |
dc.date.issued | 2004 | en_US |
dc.date.submitted | 2009-11-30 | en_US |
dc.identifier.uri | http://hdl.handle.net/10852/10619 | |
dc.description.abstract | In this paper we present a method to derive explicit representations of strong solutions of forward stochastic differential equations driven by a Brownian motion. These representations open new perspectives in the study of important topics like large time behaviour or the flow property of solutions of such equations. | eng |
dc.language.iso | eng | en_US |
dc.publisher | Matematisk Institutt, Universitetet i Oslo | |
dc.relation.ispartof | Preprint series. Pure mathematics http://urn.nb.no/URN:NBN:no-8076 | en_US |
dc.relation.uri | http://urn.nb.no/URN:NBN:no-8076 | |
dc.rights | © The Author(s) (2004). This material is protected by copyright law. Without explicit authorisation, reproduction is only allowed in so far as it is permitted by law or by agreement with a collecting society. | |
dc.title | Explicit Representation of Solutions of Forward Stochastic Differential Equations | en_US |
dc.type | Research report | en_US |
dc.date.updated | 2009-11-30 | en_US |
dc.rights.holder | Copyright 2004 The Author(s) | |
dc.creator.author | Meyer-Brandis, Thilo | en_US |
dc.creator.author | Proske, Frank | en_US |
dc.subject.nsi | VDP::410 | en_US |
dc.identifier.urn | URN:NBN:no-23672 | en_US |
dc.type.document | Forskningsrapport | en_US |
dc.identifier.duo | 97464 | en_US |
dc.identifier.fulltext | Fulltext https://www.duo.uio.no/bitstream/handle/10852/10619/1/pm24-04.pdf | |