Covariance Semigroup for Delayed Geometric Brownian Motion

Abstracts of the 12th International Conference APLIMAT 2013
Jevgeņijs Carkovs, Kārlis Šadurskis

Semigroup approach for stability analysis of differential equation with diffusion coefficients.

Keywords
stochastic differential equation,, stability, covariance semigroup

Carkovs, J., Šadurskis, K. Covariance Semigroup for Delayed Geometric Brownian Motion. In: Abstracts of the 12th International Conference APLIMAT, Slovakia, Bratislava, 5-7 February, 2013. Bratislava: Slovak University of Technology in Bratislava, 2013, pp.33-33. ISBN 978-80-227-3866-8.

Publication language
English (en)