Stochastic evolution equations in Banach spaces and applications to the Heath-Jarrow-Morton-Musiela equations
Year of publication: |
October 2018
|
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Authors: | Brzeźniak, Zdzisław ; Kok, Tayfun |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 22.2018, 4, p. 959-1006
|
Subject: | Stochastic evolution equations | Heath-Jarrow-Morton-Musiela equations | Markov semigroup | Invariant measures | Martingale-type 2 Banach spaces | Theorie | Theory | Markov-Kette | Markov chain | Stochastischer Prozess | Stochastic process |
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