Conservation laws and their associated symmetries for stochastic differential equations
The modelling power of Itˆo integrals has a far reaching impact on a spectrum of diverse fields. For example, in mathematics of finance, its use has given insights into the relationship between call options and their non-deterministic underlying stock prices; in the study of blood clotting dynamic...
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| Format: | Others |
| Language: | en |
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2009
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| Online Access: | http://hdl.handle.net/10539/6980 |