On Volatility induced Stationarity for Stochastic Differential Equations
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- F. Klebaner & E. Azmy, 2010. "Solutions and Simulations of Some One-Dimensional Stochastic Differential Equations," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 17(4), pages 365-372, December.
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- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C73 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Stochastic and Dynamic Games; Evolutionary Games
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