Stochastic differential equations : an introduction with applications
Explore this paper's citation graph
- Type
- article
- Published
- 1987-09-01
- Cited by
- 5,347
- References
- 0
- OpenAlex
- https://openalex.org/W2170316986
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:123624130
Keywords
Stochastic differential equation, Applied mathematics, Mathematics, Computer science
References
No references recorded for this paper.
Cited by
- A Bayesian Approach to Data Assimilation
- Nonparametric Methods in Continuous-Time Finance: A Selective Review
- Systèmes dynamiques quantiques ouverts
- On the Modeling of Debt Maturity and Endogenous Default: A Caveat
- Stochastic differential equations and integrating factor
- Stochastic H2/Hinfinity control for discrete-time systems with state and disturbance dependent noise
- A New Foundation of Economic Theory and its Application to Trade Analysis
- Modeling of Variance and Volatility Swaps for Financial Markets with Stochastic Volatilities
- The metapopulation fitness criterion: proof and perspectives.
- A stochastic differential equation analysis of cerebrospinal fluid dynamics
- Finite-time statistics of scalar diffusion in Lagrangian coherent structures.
- Stochastic control system of basal ganglia and relation with stuttering
- Topics in pricing American type financial contracts
- Design of nonlinear optimal control for chaotic synchronization of coupled stochastic neural networks via Hamilton-Jacobi-Bellman equation
- Stochastic optimization of subprime residential mortgage loan funding and its risks
- Estimation of Nonlinear Dynamic Systems: Theory and Applications
- O pewnym sformułowaniu zagadnienia ruiny
- Optimal Execution Strategy: Price Impact and Transaction Cost
- Symmetries of Itô and Stratonovich Dynamical Systems and Their Conserved Quantities
- Bayesian methods for neural data analysis
Related papers
- DETERMINING QUALITY REQUIREMENTS AT THE UNIVERSITIES TO IMPROVE THE QUALITY OF EDUCATION
- Primärzerlegung in Steinschen Algebren
- Über unirationale Scharen auf algebraischen Mannigfaltigkeiten
- Algebraic Set Operations, Multifunctions, and Indefinite Integrals
- On Almost α(Λ, sp)-continuous Multifunctions
- Produkttreue Klassen universeller Algebren
- Approximation of fixed points of multifunctions in partial metric spaces
- The World of Jagdish N. Srivastava
- Hardy spaces of analytic multifunctions.