4 results
On mixed fractional stochastic differential equations with discontinuous drift coefficient
- Part of
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- Journal:
- Journal of Applied Probability / Volume 60 / Issue 2 / June 2023
- Published online by Cambridge University Press:
- 01 December 2022, pp. 589-606
- Print publication:
- June 2023
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2 - Stochastic Integrals and Differentials
- from Part I - Point Processes
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- Book:
- Point Processes and Jump Diffusions
- Published online:
- 27 May 2021
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- 17 June 2021, pp 8-29
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8 - The Itô Formula
- from Part I - Point Processes
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- Book:
- Point Processes and Jump Diffusions
- Published online:
- 27 May 2021
- Print publication:
- 17 June 2021, pp 72-81
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Point Processes and Jump Diffusions
- An Introduction with Finance Applications
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- Published online:
- 27 May 2021
- Print publication:
- 17 June 2021