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1 dataset found
Tags:
stochastic-flows-sde
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An Exact Connection between two Solvable SDEs and a Nonlinear Utility Stochas...
Motivated by the work of Musiela and Zariphopoulou \cite{zar-03}, we study the Itô random fields which are utility functions $U(t,x)$ for any $(\omega,t)$. The main...
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