Invariant measures for the Musiela equation with deterministic diffusion term
Year of publication: |
1999-08-20
|
---|---|
Authors: | Vargiolu, Tiziano |
Published in: |
Finance and Stochastics. - Springer. - Vol. 3.1999, 4, p. 483-492
|
Publisher: |
Springer |
Subject: | term structure of interest rates | stochastic partial differential equations | mild solutions | invariant measures | $C^0$-semigroups in Hilbert spaces |
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