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most citedGeneration of fine transition layers and their dynamics for the stochastic Allen--Cahn equation

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math.PR2023

Existence of maximal solutions for the financial stochastic Stefan problem of a volatile asset with spread

D. C. Antonopoulou, D. Farazakis, G. Karali

In this work, we consider the outer Stefan problem for the short-time prediction of the spread of a volatile asset traded in a financial market. The stochastic equation for the evo…