Mimicking an Itô process by a solution of a stochastic differential equation

Shreve, Steven, Brunick, Gerard . The Annals of Applied Probability 2013. 23 (4) :1584-1628

Locate this article in:

Bibtex

@article{CIS-319496,
  Author = {Shreve, Steven and Brunick, Gerard},
  Title = {Mimicking an Itô process by a solution of a stochastic differential equation},
  Journal = {The Annals of Applied Probability},
  Volume = {23},
  Number = {4},
  Year = {2013},
  Pages = {1584--1628},
  Keywords = {}
}

Similar articles