Resource title

On Volatility Induced Stationarity for Stochastic Differential Equations

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Resource description

This article deals with stochastic differential equations with volatility induced stationarity. We study of theoretical properties of such equations, as well as numerical aspects, together with a detailed study of three examples.

Resource author

Albin J.M.P., Astrup Jensen Bjarne, Muszta Anders, Richter Martin

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Resource publish date

Resource language

eng

Resource content type

application/pdf

Resource resource URL

http://hdl.handle.net/10398/7167

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