Showing 1 - 5 results of 5 for search 'Itô calculus', query time: 0.03s Refine Results
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    Some remarks on the links between the VIR and Gompertz diffusion models and the links between the CIR and Rayleigh diffusion models by Abdenbi El Azri, Ahmed Nafidi

    Published 2023-12-01
    “…These links focus on elementary stochastic calculus and Itô’s calculus. Firstly, we prove that the square root of the CIR model is a SRDP. …”
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    Qualitative financial modelling in fractal dimensions by Rami Ahmad El-Nabulsi, Waranont Anukool

    Published 2025-01-01
    “…These fractional models are expected since the Black–Scholes equation is derived using Ito’s lemma from stochastic calculus, where fractional derivatives play a leading role. …”
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    Investigation of new solitary stochastic structures to the Heisenberg ferromagnetic spin chain model via a Stratonovich sense by Md. Nur Alam

    Published 2025-03-01
    “…The research employs both Itô and Stratonovich stochastic calculus (SSC) to assess the dynamic behavior of these random solutions, providing graphical representations to effectively demonstrate these behaviors. …”
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