{"id":"W2059955650","doi":"10.1080/10511970408984093","title":"A SIMPLIFIED TREATMENT OF BROWNIAN MOTION AND STOCHASTIC DIFFERENTIAL EQUATIONS ARISING IN FINANCIAL MATHEMATICS","year":2004,"lang":"en","type":"article","venue":"PRIMUS","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"ca_institutions":"McMaster University","funders":"","keywords":"Geometric Brownian motion; Mathematics; Brownian motion; Stochastic differential equation; Brownian excursion; Diffusion process; Mathematical finance; Stochastic process; Reflected Brownian motion; Mathematical analysis; Applied mathematics; Mathematical economics; Computer science; Finance; Economics; Statistics","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00004763336,0.00008071084,0.0003076725,0.0001749768,0.00004323927,0.00002401544,0.00003692122,0.00003932945,0.00006704874],"category_scores_gemma":[0.00005081778,0.00008529051,0.00006222077,0.0001501388,0.00002177395,0.00005229946,0.00001596581,0.00002505839,0.0000142661],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001044726,"about_ca_system_score_gemma":0.00001119011,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001663024,"about_ca_topic_score_gemma":0.0006129071,"domain_scores_codex":[0.9992936,0.000003754496,0.0004154091,0.0001537984,0.00002132006,0.0001121128],"domain_scores_gemma":[0.9996178,0.00002820925,0.0001809238,0.0001333015,0.00001146175,0.0000283328],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00003807277,0.00146251,0.01008953,0.0001609703,0.0001462691,0.000004845404,0.009866034,0.01812675,0.0004282306,0.942132,0.000003153698,0.01754165],"study_design_scores_gemma":[0.008852056,0.0009229318,0.2611391,0.000172366,0.0001442792,0.00001346723,0.001004094,0.1996239,0.0003345556,0.5263419,0.0005167822,0.000934497],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.702087,0.0003466589,0.2969937,0.00006403835,0.00005168546,0.0001370902,0.00002971553,0.000006953273,0.0002831754],"genre_scores_gemma":[0.9992517,0.0000137912,0.0006226721,0.000003546459,0.00003357844,0.00001159027,0.000008393207,0.000006953142,0.00004777491],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.4157901,"threshold_uncertainty_score":0.3478046,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0380587151216697,"score_gpt":0.222628041074464,"score_spread":0.1845693259527943,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}