Stochastic Volterra equations with Hölder diffusion coefficients


Prömel, David J. ; Scheffels, David



DOI: https://doi.org/10.1016/j.spa.2023.04.005
URL: https://www.sciencedirect.com/science/article/pii/...
Additional URL: https://www.researchgate.net/publication/369953921...
Document Type: Article
Year of publication: 2023
The title of a journal, publication series: Stochastic Processes and Their Applications
Volume: 161
Page range: 291-315
Place of publication: Amsterdam [u.a.]
Publishing house: Elsevier
ISSN: 0304-4149
Publication language: English
Institution: School of Business Informatics and Mathematics > Mathematical Finance (Prömel 2019-)
Subject: 510 Mathematics




Dieser Eintrag ist Teil der Universitätsbibliographie.




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