Some results on strong solutions of SDEs with applications to interest rate models
Metadata only
Date
2007Type
- Journal Article
Publication status
publishedJournal / series
Stochastic Processes and their ApplicationsVolume
Pages / Article No.
Publisher
ElsevierSubject
SDEs; Strong solutions; Lipschitz conditions; Term structure models; HJM interest rate modelsOrganisational unit
03658 - Schweizer, Martin
Notes
Received 31 October 2005, received in revised form 6 June 2006, accepted 25 September 2006. Available online 20 October 2006.More
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