On Stochastic Differential Equations Driven by Symmetric Stable Processes of Index α

Hiroya Hashimoto, Takahiro Tsuchiya and Toshio Yamada
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Hiroya Hashimoto: Sanwa Kagaku Kenkyusho Co., LTD, Japan
Takahiro Tsuchiya: Department of Mathematical Sciences, Ritsumeikan University, Japan
Toshio Yamada: Department of Mathematical Sciences, Ritsumeikan University, Japan

Chapter 6 in Stochastic Processes and Applications to Mathematical Finance, 2006, pp 183-193 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractNo abstract received.

Keywords: Stochastic Processes; Mathematical Finance; Malliavin Calculus; Martingale Representation; Chaos Expansion; Levy Processes; Stable Processes; Stochastic Differential Equations; Stochastic Control (search for similar items in EconPapers)
Date: 2006
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