Research documents Emner "cir model, ckls model, heavy-tailed sde, hyperbolic sde, local martingale, mean reversion, numerical methods, stochastic differential equation, time changed sde, volatility induced stationarity"

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Resume:	This article deals with stochastic differential equations with volatility induced stationarity. We study of theoretical properties of such equations, as well as numerical aspects, together with a detailed study of three examples.
URI:	http://hdl.handle.net/10398/7167