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Stochastic Integration and Differential Equations. Second Edition. · Study

WorkStochastic Integration and Differential Equations. Second Edition.

Anja Sturm2005

Work2005

Stochastic Integration and Differential Equations. Second Edition.

Anja Sturm · Robert E. Malley

306 citations·0/0 files stored·SIAM Review

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Stochastic processes and financial applications Nonlinear Differential Equations Analysis Fuzzy Systems and Optimization

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2010ASSET PRICE BUBBLES IN INCOMPLETE MARKETS 2014Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients 2010Change of variable formulas for non-anticipative functionals on path space 2005Credit risk modeling with affine processes 2012A DYSFUNCTIONAL ROLE OF HIGH FREQUENCY TRADING IN ELECTRONIC MARKETS 2008The fundamental theorem of asset pricing for continuous processes under small transaction costs 2013Monotone stability of quadratic semimartingales with applications to unbounded general quadratic BSDEs 2008Frailty Correlated Default

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Year2005

Typeother

Published2005-01-01

VenueSIAM Review

ISSN-L0036-1445

Languageen

Citations306

Files0 public / 0

ShelfStochastic processes and financial applications

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openalex_workW18783515

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