References

No references inside the corpus for this window.

Cited by

• 2013Functional Itô calculus and stochastic integral representation of martingales252 cited
• 1976On a Generalization of a Stochastic Integral217 cited
• 1950Stochastic Differential Equations in a Differentiable Manifold210 cited
• 2010Change of variable formulas for non-anticipative functionals on path space172 cited
• 2019The ergodicity problem in economics171 cited
• 2010Itô’s stochastic calculus: Its surprising power for applications141 cited
• 2021A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network*95 cited
• 2016Strategic Default, Debt Structure, and Stock Returns89 cited
• 2005The history of noise [on the 100th anniversary of its birth]79 cited
• 19704 Stochastic Differential Equations71 cited
• 2014Backward Stochastic Differential Equations63 cited
• 2000STOCHASTIC DIFFERENTIAL EQUATIONS AND DIFFUSIONS57 cited
• 2014Marcus versus Stratonovich for systems with jump noise47 cited
• 2014On the interpretation of Stratonovich calculus44 cited
• 2020Using correlated stochastic differential equations to forecast cryptocurrency rates and social media activities