View in EDS HTML Full Text PDF Full Text

A Collocation Method for Nonlinear Stochastic Differential Equations Driven by Fractional Brownian Motion and its Application to Mathematical Finance.

Saved in:
Bibliographic Details
Title: A Collocation Method for Nonlinear Stochastic Differential Equations Driven by Fractional Brownian Motion and its Application to Mathematical Finance.
Authors: Singh, P. K.1 (AUTHOR), Saha Ray, S.2 (AUTHOR) santanusaharay@yahoo.com
Source: Methodology & Computing in Applied Probability. Jun2024, Vol. 26 Issue 2, p1-23. 23p.
Database: Mathematics Source
Full text is not displayed to guests.
FullText Links:
  – Type: pdflink
Text:
  Availability: 1
Header DbId: msf
DbLabel: Mathematics Source
An: 177211786
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
IllustrationInfo
Items – Name: Title
  Label: Title
  Group: Ti
  Data: A Collocation Method for Nonlinear Stochastic Differential Equations Driven by Fractional Brownian Motion and its Application to Mathematical Finance.
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AR" term="%22Singh%2C+P%2E+K%2E%22">Singh, P. K.</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Saha+Ray%2C+S%2E%22">Saha Ray, S.</searchLink><relatesTo>2</relatesTo> (AUTHOR)<i> santanusaharay@yahoo.com</i>
– Name: TitleSource
  Label: Source
  Group: Src
  Data: <searchLink fieldCode="JN" term="%22Methodology+%26+Computing+in+Applied+Probability%22">Methodology & Computing in Applied Probability</searchLink>. Jun2024, Vol. 26 Issue 2, p1-23. 23p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=msf&AN=177211786
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1007/s11009-024-10087-w
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 23
        StartPage: 1
    Titles:
      – TitleFull: A Collocation Method for Nonlinear Stochastic Differential Equations Driven by Fractional Brownian Motion and its Application to Mathematical Finance.
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Singh, P. K.
      – PersonEntity:
          Name:
            NameFull: Saha Ray, S.
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 01
              M: 06
              Text: Jun2024
              Type: published
              Y: 2024
          Identifiers:
            – Type: issn-print
              Value: 13875841
          Numbering:
            – Type: volume
              Value: 26
            – Type: issue
              Value: 2
          Titles:
            – TitleFull: Methodology & Computing in Applied Probability
              Type: main
ResultId 1