//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Mean reverting stochastic differential equations"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Exit problems
1
Large deviations
1
Level-2-large deviations
1
Mean reverting stochastic differential equations
1
Type of publication
All
Article
1
Language
All
Undetermined
1
Author
All
Callen, Jeffrey
1
Govindaraj, Suresh
1
Xu, Lin
1
Published in...
All
Economic Theory
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Large time and small noise asymptotic results for mean reverting diffusion processes with applications
Callen, Jeffrey
;
Xu, Lin
;
Govindaraj, Suresh
- In:
Economic Theory
16
(
2000
)
2
,
pp. 401-419
economic processes whose evolutions are governed by
mean-reverting
stochastic
differential
equations
with (i) constant and (ii …
Persistent link: https://www.econbiz.de/10005597848
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->