Polynomial diffusions on compact quadric sets
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Date
2017-03Type
- Journal Article
Publication status
publishedExternal links
Journal / series
Stochastic Processes and their ApplicationsVolume
Pages / Article No.
Publisher
ElsevierSubject
Stochastic invariance; Sums of squares; Polynomial diffusion; Smooth densities; Biquadratic forms; Pathwise uniquenessOrganisational unit
09546 - Larsson, Martin (ehemalig) / Larsson, Martin (former)
Funding
163425 - Tractable Stopping Problems in Finance (SNF)
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