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Mathematical problems of modeling stochastic nonlinear dynamic systems
2 references·4 citing·19 second hop
Mathematical problems of modeling stochastic nonlinear dynamic systems (1969)Mathematical problems of modeling stochas…A New Representation for Stochastic Integrals and Equations (1966)A New Representation for Stoc…On the relation between ordinary and stochastic differential equations (1965)On the relation between ordin…Non-Gaussian distribution for stock returns and related stochastic differential equation (1996)Non-Gaussian distribution for…Parametric Random Vibrations under Non-Gaussian Delta-Correlated Processes (1995)Parametric Random Vibrations …A review on stochastic differential equations for applications in hydrology (1987)A review on stochastic differ…A comparison of the Ito and Stratonovich formulations of problems in finance (1981)A comparison of the Ito and S…The Variation of Certain Speculative Prices (1963)The Behavior of Stock-Market Prices (1965)Equilibrium in a Capital Asset Market (1966)Estimating functions for diffusion-type processes (2012)Regime switching model for financial data: Empirical risk analysis (2016)Investigations on the Theory of the Brownian Movement (1956)Stochastic Differential Equations: Theory and Applications. (1976)Stochastic Differential Equations and Diffusion Processes (1983)Exact solutions and doubly efficient approximations of jump-diffusion itô equations (1998)Optimum consumption and portfolio rules in a continuous-time model (1971)The Pricing of Options and Corporate Liabilities (1973)Probabilistic Theory of Structural Dynamics (1976)Ito and Stratonovich integrals for delta-correlated processes (1993)On the Gap Between Deterministic and Stochastic Ordinary Differential Equations (1978)The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding (1990)Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis and Computation (2007)Stochastic analysis, rough path analysis and fractional Brownian motions (2002)Approaching complexity by stochastic methods: From biological systems to turbulence (2011)A Wong-Zakai theorem for stochastic PDEs (2015)
this work references cited by second hop

References

  • 1965On the relation between ordinary and stochastic differential equations697 cited
  • 1966A New Representation for Stochastic Integrals and Equations590 cited

Cited by

  • 1987A review on stochastic differential equations for applications in hydrology49 cited
  • 1996Non-Gaussian distribution for stock returns and related stochastic differential equation29 cited
  • 1981A comparison of the Ito and Stratonovich formulations of problems in finance25 cited
  • 1995Parametric Random Vibrations under Non-Gaussian Delta-Correlated Processes9 cited

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