Matches in SemOpenAlex for { <https://semopenalex.org/work/W2356510366> ?p ?o ?g. }
Showing items 1 to 83 of
83
with 100 items per page.
- W2356510366 abstract "The solutions of the following bilinear stochastic differential equation are studied where Atk, Bt are (deterministic) continuous matrix-valued functions of t and w1 (t),…, wm(t) are m independent standard Brownian motions. Conditions are given such that the solution is positive if the initial condition is positive. The equation the most probable path must satisfy is also derived and applied to a mathematical finance problem." @default.
- W2356510366 created "2016-06-24" @default.
- W2356510366 creator A5004220769 @default.
- W2356510366 date "2000-01-01" @default.
- W2356510366 modified "2023-09-23" @default.
- W2356510366 title "MULTI-DIMENSIONAL GEOMETRIC BROWNIAN MOTIONS, ONSAGER-MACHLUP FUNCTIONS, AND APPLICATIONS TO MATHEMATICAL FINANCE" @default.
- W2356510366 hasPublicationYear "2000" @default.
- W2356510366 type Work @default.
- W2356510366 sameAs 2356510366 @default.
- W2356510366 citedByCount "0" @default.
- W2356510366 crossrefType "journal-article" @default.
- W2356510366 hasAuthorship W2356510366A5004220769 @default.
- W2356510366 hasConcept C10138342 @default.
- W2356510366 hasConcept C101615488 @default.
- W2356510366 hasConcept C105795698 @default.
- W2356510366 hasConcept C106487976 @default.
- W2356510366 hasConcept C112401455 @default.
- W2356510366 hasConcept C121332964 @default.
- W2356510366 hasConcept C121864883 @default.
- W2356510366 hasConcept C134306372 @default.
- W2356510366 hasConcept C159985019 @default.
- W2356510366 hasConcept C162324750 @default.
- W2356510366 hasConcept C192562407 @default.
- W2356510366 hasConcept C199360897 @default.
- W2356510366 hasConcept C205203396 @default.
- W2356510366 hasConcept C2777735758 @default.
- W2356510366 hasConcept C28826006 @default.
- W2356510366 hasConcept C3017618536 @default.
- W2356510366 hasConcept C33923547 @default.
- W2356510366 hasConcept C41008148 @default.
- W2356510366 hasConcept C51955184 @default.
- W2356510366 hasConcept C56739046 @default.
- W2356510366 hasConcept C68710425 @default.
- W2356510366 hasConcept C78045399 @default.
- W2356510366 hasConcept C93373587 @default.
- W2356510366 hasConceptScore W2356510366C10138342 @default.
- W2356510366 hasConceptScore W2356510366C101615488 @default.
- W2356510366 hasConceptScore W2356510366C105795698 @default.
- W2356510366 hasConceptScore W2356510366C106487976 @default.
- W2356510366 hasConceptScore W2356510366C112401455 @default.
- W2356510366 hasConceptScore W2356510366C121332964 @default.
- W2356510366 hasConceptScore W2356510366C121864883 @default.
- W2356510366 hasConceptScore W2356510366C134306372 @default.
- W2356510366 hasConceptScore W2356510366C159985019 @default.
- W2356510366 hasConceptScore W2356510366C162324750 @default.
- W2356510366 hasConceptScore W2356510366C192562407 @default.
- W2356510366 hasConceptScore W2356510366C199360897 @default.
- W2356510366 hasConceptScore W2356510366C205203396 @default.
- W2356510366 hasConceptScore W2356510366C2777735758 @default.
- W2356510366 hasConceptScore W2356510366C28826006 @default.
- W2356510366 hasConceptScore W2356510366C3017618536 @default.
- W2356510366 hasConceptScore W2356510366C33923547 @default.
- W2356510366 hasConceptScore W2356510366C41008148 @default.
- W2356510366 hasConceptScore W2356510366C51955184 @default.
- W2356510366 hasConceptScore W2356510366C56739046 @default.
- W2356510366 hasConceptScore W2356510366C68710425 @default.
- W2356510366 hasConceptScore W2356510366C78045399 @default.
- W2356510366 hasConceptScore W2356510366C93373587 @default.
- W2356510366 hasOpenAccess W2356510366 @default.
- W2356510366 hasRelatedWork W1528885784 @default.
- W2356510366 hasRelatedWork W1646325961 @default.
- W2356510366 hasRelatedWork W1818607387 @default.
- W2356510366 hasRelatedWork W2030841785 @default.
- W2356510366 hasRelatedWork W2090353374 @default.
- W2356510366 hasRelatedWork W2107841296 @default.
- W2356510366 hasRelatedWork W2114517125 @default.
- W2356510366 hasRelatedWork W2129002033 @default.
- W2356510366 hasRelatedWork W2258690901 @default.
- W2356510366 hasRelatedWork W2463578435 @default.
- W2356510366 hasRelatedWork W2503450527 @default.
- W2356510366 hasRelatedWork W2949877947 @default.
- W2356510366 hasRelatedWork W2952144650 @default.
- W2356510366 hasRelatedWork W2952790975 @default.
- W2356510366 hasRelatedWork W2953043139 @default.
- W2356510366 hasRelatedWork W2983205171 @default.
- W2356510366 hasRelatedWork W3085072699 @default.
- W2356510366 hasRelatedWork W3104197251 @default.
- W2356510366 hasRelatedWork W3104975129 @default.
- W2356510366 hasRelatedWork W2185987534 @default.
- W2356510366 isParatext "false" @default.
- W2356510366 isRetracted "false" @default.
- W2356510366 magId "2356510366" @default.
- W2356510366 workType "article" @default.