rheumatism
发表于 2025-3-25 05:57:00
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explicit
发表于 2025-3-25 08:22:35
https://doi.org/10.1007/978-3-322-94108-4 process ensuring that its mild solution is positive if the initial datum is positive. As an application, we discuss the positivity of forward rates in the Heath-Jarrow-Morton model via Musiela’s stochastic PDE.
noxious
发表于 2025-3-25 12:34:38
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Trypsin
发表于 2025-3-25 18:52:22
,Asymptotic Expansion for a Black–Scholes Model with Small Noise Stochastic Jump-Diffusion Interest ar, we consider the case when the small perturbation is due to a general, but small, noise of Lévy type. Moreover, we provide explicit expressions for the involved expansion coefficients as well as accurate estimates on the remainders.
极小量
发表于 2025-3-25 20:17:50
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floodgate
发表于 2025-3-26 03:53:15
Rough Homogenisation with Fractional Dynamics,actional and non-strong-mixing noise and providing new examples. The emphasise of the review will be on the recently developed effective dynamic theory for two scale random systems with fractional noise: Stochastic Averaging and ‘Rough Diffusion Homogenisation Theory’. We also study the geometric models with perturbations to symmetries.
Regurgitation
发表于 2025-3-26 08:16:24
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Pageant
发表于 2025-3-26 09:01:44
On the Positivity of Local Mild Solutions to Stochastic Evolution Equations, process ensuring that its mild solution is positive if the initial datum is positive. As an application, we discuss the positivity of forward rates in the Heath-Jarrow-Morton model via Musiela’s stochastic PDE.
Airtight
发表于 2025-3-26 14:57:37
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围裙
发表于 2025-3-26 19:14:59
https://doi.org/10.1007/978-3-030-87432-260HXX, 60H15, 34C15, 35B06, 37HXX; invariance and symmetry; dimensional stochastic differential equati