Moment Evolution of Gaussian and Geometric Wiener Diffusions

Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning

Originalsprog	Engelsk
Titel	Stochastic Economic Dynamics
Redaktører	Bjarne S. Jensen, Tapio Palokangas
Antal sider	44
Udgivelsessted	Frederiksberg
Forlag	Copenhagen Business School Press
Publikationsdato	2007
Sider	57-100
ISBN (Trykt)	9788763001854
Status	Udgivet - 2007

Emneord

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title = "Moment Evolution of Gaussian and Geometric Wiener Diffusions",

keywords = "Stokastiske processer, udenforomr{\aa}de",

author = "\{Sloth Jensen\}, Bjarne and Chunyan Wang and Jon Johnsen",

year = "2007",

language = "English",

isbn = "9788763001854",

pages = "57--100",

editor = "Jensen, \{Bjarne S.\} and Tapio Palokangas",

booktitle = "Stochastic Economic Dynamics",

publisher = "Copenhagen Business School Press",

address = "Denmark",

}

TY - CHAP

T1 - Moment Evolution of Gaussian and Geometric Wiener Diffusions

AU - Sloth Jensen, Bjarne

AU - Wang, Chunyan

AU - Johnsen, Jon

PY - 2007

Y1 - 2007

KW - Stokastiske processer

KW - udenforområde

M3 - Book chapter

SN - 9788763001854

SP - 57

EP - 100

BT - Stochastic Economic Dynamics

A2 - Jensen, Bjarne S.

A2 - Palokangas, Tapio

PB - Copenhagen Business School Press

CY - Frederiksberg

ER -