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Stochastic flows for SDEs with non-Lipschitz coefficients
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Stochastic flows for SDEs with non-Lipschitz coefficients (2003)Stochastic flows for SDEs with non-Lipsch…On a type of stochastic differential equations driven by countably many Brownian motions (2003)On a type of stochastic diffe…Continuous Martingales and Brownian Motion (1999)Continuous Martingales and Br…Continuous Martingales and Brownian Motion (1991)Continuous Martingales and Br…On the strong comparison theorems for solutions of stochastic differential equations (1981)On the strong comparison theo…A comparison theorem for solutions of stochastic differential equations and its applications (1977)A comparison theorem for solu…On the uniqueness of solutions of stochastic differential equations (1971)Stochastic Differential Equations (1999)Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equations (2005)ANTICIPATED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS 1 (2012)Adapted solutions of backward stochastic differential equations with non-Lipschitz coefficients (1995)SUCCESSIVE APPROXIMATIONS OF INFINITE DIMENSIONAL SDES WITH JUMP (2005)Stochastic Differential Equations and Diffusion Processes (1983)STOCHASTIC DIFFERENTIAL EQUATIONS AND DIFFUSIONS (2000)Stochastic flows and Bismut formulas for stochastic Hamiltonian systems (2010)Local Lipschitz Continuity in the Initial Value and Strong Completeness for Nonlinear Stochastic Differential Equations (2024)Backward Stochastic Differential Equations in Finance (1997)The Variance Gamma Process and Option Pricing (1998)A General Version of the Fundamental Theorem of Asset Pricing (1994) (2008)A general version of the fundamental theorem of asset pricing (1994)Arbitrage Theory in Continuous Time (1998)Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options (2003)
this work references cited by second hop

References

  • 1999Continuous Martingales and Brownian Motion6,200 cited
  • 1991Continuous Martingales and Brownian Motion1,957 cited
  • 1977A comparison theorem for solutions of stochastic differential equations and its applications304 cited
  • 1981On the strong comparison theorems for solutions of stochastic differential equations64 cited
  • 2003On a type of stochastic differential equations driven by countably many Brownian motions42 cited

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