The method of upper and lower solutions of stochastic differential equations and applications

Stochastic Analysis and Applications

Volumn 26, Issue 1, 2008, Pages 16-28

  Halidias, Nikolaos ^a   Michta, Mariusz ^b  

^a UNIVERSITY OF THE AEGEAN   (Greece)

^b UNIVERSITY OF ZIELONA GÓRA   (Poland)

Author keywords

Fixed points; Lower and upper solutions; Risk models; Semi martingales; Stochastic differential equations

Indexed keywords

EID: 37749009109     PISSN: 07362994     EISSN: 15329356     Source Type: Journal    
DOI: 10.1080/07362990701670217     Document Type: Article

References (16)

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