Authors: Butkovsky, Oleg1 (AUTHOR), Dareiotis, Konstantinos2 (AUTHOR), Gerencsér, Máté3 (AUTHOR) mate.gerencser@tuwien.ac.at
Superior Title: Probability Theory & Related Fields. Dec2021, Vol. 181 Issue 4, p975-1034. 60p.
Subject Terms: *WIENER processes, *STOCHASTIC approximation, *STOCHASTIC differential equations, *STOCHASTIC analysis, *SEWING, *BROWNIAN motion
Authors: Michael Meyer
Resource Type: eBook.
Subjects: Finance--Mathematical models, Stochastic analysis