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Stochastic Differential Equations and Diffusion Processes · Study

WorkStochastic Differential Equations and Diffusion Processes

Gopinath Kallianpur1983

Work1983

Stochastic Differential Equations and Diffusion Processes

Gopinath Kallianpur · Nobuyuki Ikeda · Shinzo Watanabe

3,836 citations·0/0 files stored·Technometrics

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Stochastic processes and financial applications Probability and Statistical Research Stochastic processes and statistical mechanics

Abstract

(1983). Stochastic Differential Equations and Diffusion Processes. Technometrics: Vol. 25, No. 2, pp. 208-208.

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1992Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation 2005Controlled Markov Processes and Viscosity Solutions 1997Backward Stochastic Differential Equations in Finance 2000Specification Analysis of Affine Term Structure Models 1984Stochastic differential equations with reflecting boundary conditions 2010Multidimensional Stochastic Processes as Rough Paths 2019Nonlinear Expectations and Stochastic Calculus under Uncertainty 1997Arbitrage with Fractional Brownian Motion

Details

Year1983

Typeother

Published1983-05-01

VenueTechnometrics

ISSN-L0040-1706

Languageen

Citations3,836

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1080/00401706.1983.10487861

openalex_workW2017032949

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