OpenAlex
Stochastic differential equations with generalized stochastic volatility and statistical estimators
Work
Year: 2018
Type: article
Abstract: We study a stochastic differential equation, the diffusion coefficient of which is a function of some adapted stochastic process. The various conditions for the existence and uniqueness of weak and st... more
Source: Theory of Probability and Mathematical Statistics
Authors Meriem Bel Hadj Khlifa, Yuliya Mishura, Kostiantyn Ralchenko, Georgiy Shevchenko, Mounir Zili
Institutions University of Monastir, Taras Shevchenko National University of Kyiv
Cites: 11
Cited by: 1
Related to: 10
FWCI: 0.274
Citation percentile (by year/subfield): 49.65
Topic: Stochastic processes and financial applications
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: bronze