关于涉及分布漂移的路径依赖SDEs

IF 0.7 Q3 STATISTICS & PROBABILITY Modern Stochastics-Theory and Applications Pub Date : 2021-01-01 DOI:10.15559/21-vmsta197
A. Ohashi, Francesco G. Russo, Alan Teixeira
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On path-dependent SDEs involving distributional drifts
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来源期刊
Modern Stochastics-Theory and Applications
Modern Stochastics-Theory and Applications STATISTICS & PROBABILITY-
CiteScore
1.30
自引率
50.00%
发文量
0
审稿时长
10 weeks
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