Work

Large deviation principle applied for a solution of mixed stochastic differential equation involving independent standard Brownian motion and fractional Brownian motion

Year: 2020

Type: article

Source: Applied Mathematical Sciences

DOI: 10.12988/ams.2020.914225

Authors: Raphael Diatta, Alassane Diedhiou

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3045228958

FWCI: 0.482

Cites: 6

Cited by: 2

Related to: 10