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Diffusion equations in duals of nuclear spaces
2 references·1 citing·6 second hop
Diffusion equations in duals of nuclear spaces (1990)Diffusion equations in duals of nuclear s…MULTI-DIMENSIONAL DIFFUSION PROCESSES (1980)MULTI-DIMENSIONAL DIFFUSION P…Existence et unicité de diffusions à valeurs dans un espace de Hilbert (1974)Existence et unicité de diffu…Propagation of chaos and the McKean-Vlasov equation in duals of nuclear spaces (1991)Propagation of chaos and the …Stochastic Differential Equations and Diffusion Processes (1983)Asymptotic analysis of P.D.E.s with wide–band noise disturbances, and expansion of the moments (1984)Existence and uniqueness of path wise solutions for stochastic integral equations driven by Lévy noise on separable Banach spaces (2006)ARCH models as diffusion approximations (1990)Chapter 49 Arch models (1994)5 Stochastic volatility (1996)
this work references cited by second hop

References

  • 1980MULTI-DIMENSIONAL DIFFUSION PROCESSES1,243 cited
  • 1974Existence et unicité de diffusions à valeurs dans un espace de Hilbert50 cited

Cited by

  • 1991Propagation of chaos and the McKean-Vlasov equation in duals of nuclear spaces27 cited

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