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AMS 60H15

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AMS Classification 60H15
"Stochastic partial differential equations"

These are all the papers that have the " 60H15 " classification. Note that not all authors/journals assign MSC codes.     (sorted by date)

Multiscale Stochastic Volatility Asymptotics
by Jean-Pierre Fouque of North Carolina State University,
George Papanicolaou of Stanford University,
Ronnie Sircar of Princeton University, and
Knut Sølna of the University of California, Irvine
(247K PDF) -- 21 pages -- October 2003


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