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Solutions of affine stochastic functional differential equations in the state space
 

Summary: Solutions of affine stochastic functional
differential equations in the state space
Markus Riedle
November 2007
MIMS EPrint: 2007.165
Manchester Institute for Mathematical Sciences
School of Mathematics
The University of Manchester
Reports available from: http://www.manchester.ac.uk/mims/eprints
And by contacting: The MIMS Secretary
School of Mathematics
The University of Manchester
Manchester, M13 9PL, UK
ISSN 1749-9097
Solutions of affine stochastic functional differential
equations in the state space
M. Riedle
Humboldt-University of Berlin
Institute of Mathematics
10099 Berlin, Germany

  

Source: Applebaum, David - Department of Probability and Statistics, University of Sheffield

 

Collections: Mathematics