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On Stochastic Differential Equations and a Generalised Burgers Equation
Stochastic Analysis and Applications to Finance, Pages: 425 - 435
Swansea University Author: Jiang-lun Wu
Abstract
On Stochastic Differential Equations and a Generalised Burgers Equation
Published in: | Stochastic Analysis and Applications to Finance |
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Published: |
Singapore
World Scientific Co. Pte. Ltd.
2012
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Online Access: |
http://www.worldscientific.com/worldscibooks/10.1142/8364 |
URI: | https://cronfa.swan.ac.uk/Record/cronfa13420 |
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College: |
Faculty of Science and Engineering |
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Start Page: |
425 |
End Page: |
435 |