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Volumn 118, Issue 3, 2000, Pages 323-341

Invariant manifolds for weak solutions to stochastic equations

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EID: 0034358760     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/PL00008744     Document Type: Article
Times cited : (30)

References (17)
  • 2
    • 0005041780 scopus 로고    scopus 로고
    • Invariant sets for controlled degenerate diffusions: A viscosity solutions approach
    • Birkhäuser Boston, Boston, MA
    • Bardi, M., Goatin, P.: Invariant sets for controlled degenerate diffusions: a viscosity solutions approach, Stochastic analysis, control, optimization and applications, Birkhäuser Boston, Boston, MA, pp. 191-208 (1999)
    • (1999) Stochastic Analysis, Control, Optimization and Applications , pp. 191-208
    • Bardi, M.1    Goatin, P.2
  • 3
    • 0033242716 scopus 로고    scopus 로고
    • Interest rate dynamics and consistent forward rate curves
    • Björk, T., Christensen, B.J.: Interest rate dynamics and consistent forward rate curves, Math. Finance 9, 323-348 (1999)
    • (1999) Math. Finance , vol.9 , pp. 323-348
    • Björk, T.1    Christensen, B.J.2
  • 9
    • 0033211750 scopus 로고    scopus 로고
    • A note on the Nelson-Siegel family
    • Filipović, D.: A note on the Nelson-Siegel family, Math. Finance 9, 349-359 (1999)
    • (1999) Math. Finance , vol.9 , pp. 349-359
    • Filipović, D.1
  • 12
    • 0031476783 scopus 로고    scopus 로고
    • Invariance for stochastic equations with regular coefficients
    • Milian, A.: Invariance for stochastic equations with regular coefficients, Stochastic Anal. Appl. 15 (1), 91-101 (1997)
    • (1997) Stochastic Anal. Appl. , vol.15 , Issue.1 , pp. 91-101
    • Milian, A.1
  • 13
    • 0003367205 scopus 로고
    • Continuous martingales and Brownian motion
    • second ed., Springer-Verlag, Berlin-Heidelberg-New York
    • Revuz, D., Yor, M.: Continuous martingales and Brownian motion, second ed., Grundlehren der mathematischen Wissenschaften, vol. 293, Springer-Verlag, Berlin-Heidelberg-New York, 1994
    • (1994) Grundlehren der Mathematischen Wissenschaften , vol.293
    • Revuz, D.1    Yor, M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.