مرکز منطقه ای اطلاع رساني علوم و فناوري - On oscillations of the geometric Brownian motion with time-delayed drift

Title of article :

On oscillations of the geometric Brownian motion with time-delayed drift

Author/Authors :

Alexander A. Gushchin، نويسنده , , Uwe Küchler، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2004

Pages :

From page :

To page :

Keywords :

Stochastic delay differential equations , Oscillations , Geometric Brownian motion

Journal title :

Statistics and Probability Letters

Serial Year :

2004

Journal title :

Statistics and Probability Letters

Record number :

140388

Link To Document :