Appleby, J. A. D.
- Geometric Brownian Motion with delay: mean square characterisation
2007/03/28 by John A. D. Appleby, Markus Riedle, Appleby, J. A. D. +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #34K20 #34K50 #60H10 #60H20 #Dynamical Systems (math.DS) #FOS: Mathematics #Mathematical Dynamics and Fractals #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics