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ArticleInvariant manifolds for weak solutions to stochastic equations

Damir Filipović2000

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Articlebronze2000

Invariant manifolds for weak solutions to stochastic equations

Damir Filipović

28 citations·0/0 files stored·Probability Theory and Related Fields

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Stochastic processes and financial applications Nonlinear Differential Equations Analysis Stability and Controllability of Differential Equations

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References

1999Continuous Martingales and Brownian Motion 1991Continuous Martingales and Brownian Motion 1989Stochastic Calculus in Manifolds 1999Interest Rate Dynamics and Consistent Forward Rate Curves 1999A Note on the Nelson-Siegel Family 2001On the Existence of Finite‐Dimensional Realizations for Nonlinear Forward Rate Models 1990Stochastic calculus in manifolds 2000Exponential-Polynomial Families and the Term Structure of Interest Rates

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2010An alternative approach on the existence of affine realizations for HJM term structure models 2000Stochastic invariance and consistency of financial models

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Year2000

Typearticle

Published2000-11-01

VenueProbability Theory and Related Fields

ISSN-L0178-8051

Languageen

Citations28

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/pl00008744

openalex_workW2120768896

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