New stochastic calculus
AbstractWe present new stochastic differential equations, that are more general and simpler than the existing Ito-based stochastic differential equations. As an example, we apply our approach to the investment (portfolio) model.
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Bibliographic InfoPaper provided by arXiv.org in its series Papers with number 1211.5819.
Date of creation: Nov 2012
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Web page: http://arxiv.org/
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