Central limit results for jump diffusions with mean field interaction and a common factor
Amarjit Budhiraja Elisabeti Kira; Subhamay Saha
Stochastic Analysis and Applications New York : Taylor and Francis v. 35, n. 5, p. 767-802, 2017
New York 2017
Localização:
IME - Inst. Matemática e Estatística
(PROD-2866691 )(Acessar)