Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

On the Moments of the Modulus of Continuity of Itô Processes

12 references·2 citing·35 second hop

FromToDepth

this work references cited by second hop

References

2007Brownian Motion and Stochastic Calculus7,421 cited
2016Numerical solution of stochastic differential equations5,001 cited
1987Extreme Values, Regular Variation and Point Processes3,165 cited
1987Stochastic Simulation2,240 cited
1998Brownian Motion and Stochastic Calculus2,043 cited
1980MULTI-DIMENSIONAL DIFFUSION PROCESSES1,243 cited
2016Numerical Solution of Stochastic Differential Equations223 cited
1968Moment Convergence of Sample Extremes116 cited
2004Discrete-time approximations of stochastic delay equations: The Milstein scheme114 cited
2001Euler's approximations of solutions of SDEs with reflecting boundary84 cited
1994On approximation of solutions of multidimensional SDE's with reflecting boundary conditions73 cited
2002The optimal uniform approximation of systems of stochastic differential equations71 cited

Cited by

2019Strong approximation of stochastic differential equations driven by a time-changed Brownian motion with time-space-dependent coefficients44 cited
2014A Probabilistic Numerical Method for Optimal Multiple Switching Problems in High Dimension40 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work