On a stochastic heat equation with first order fractional noises and applications to finance

Journal of Mathematical Analysis and Applications

Volumn 396, Issue 2, 2012, Pages 656-669

  Jiang, Yiming ^a   Wang, Xingchun ^a   Wang, Yongjin ^a  

^a NANKAI UNIVERSITY   (China)

Author keywords

Adjoint operator; Arbitrary free; Existence and uniqueness; First order noise; Regularity; Term structure

Indexed keywords

EID: 84865546687     PISSN: 0022247X     EISSN: 10960813     Source Type: Journal    
DOI: 10.1016/j.jmaa.2012.07.003     Document Type: Article

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