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Stochastic flows and stochastic differential equations
0 references·8 citing·33 second hop
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  • 2007Classical and Variational Differentiability of BSDEs with Quadratic Growth59 cited
  • 2013Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency48 cited
  • 2005Semi-martingales and rough paths theory42 cited
  • 2017Random dynamical systems, rough paths and rough flows40 cited
  • 2016Sobolev differentiable flows of SDEs with local Sobolev and super-linear growth coefficients39 cited
  • 2013Singular forward–backward stochastic differential equations and emissions derivatives37 cited
  • 2018Canonical RDEs and general semimartingales as rough paths35 cited
  • 2015A model for a large investor trading at market indifference prices. II: Continuous-time case35 cited

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