Stochastic differential equations (SDEs) are at the heart of modern financial modelling, providing a framework that accommodates the inherent randomness observed in financial markets. These equations ...
Alsmeyer, Böhm, Dereich, Engwer, Friedrich (until 2021), Gusakova (since 2021), Hille, Holzegel (since 2020), Huesmann, Jentzen (since 2019), Kabluchko, Lohkamp ...