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Kolmogorov: Life and Creative Activities
6 references·1 citing·21 second hop
Kolmogorov: Life and Creative Activities (1989)Kolmogorov: Life and Creative ActivitiesStochastic Differential Equations (2003)Stochastic Differential Equat…Theory of Martingales (1989)Theory of MartingalesDiffusion processes with continuous coefficients, I (1969)Diffusion processes with cont…On stochastic differential equations (1951)On stochastic differential eq…On a stochastic integral equation (1946)On a stochastic integral equa…Théorie de la spéculation (1900)Théorie de la spéculationGeoinformatics (2023)GeoinformaticsOn a Formula Concerning Stochastic Differentials (1951)On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures (1960)Stochastic differential games (1972)Sur l'int�grabilit� uniforme des martingales exponentielles (1978)Central limit theorems for local martingales (1980)Reproducible Research in Computational Science (2011)Geo‐Data Science: Leveraging Geoscience Research with Geoinformatics, Semantics and Open Data (2019)A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT (1974)Entropy search for information-efficient global optimization (2012)Gaussian Estimation of Structural Parameters in Higher Order Continuous Time Dynamic Models (1983)CONTINUOUS TIME STOCHASTIC MODELS AND ISSUES OF AGGREGATION OVER TIME (1984)Itô’s stochastic calculus: Its surprising power for applications (2010)Scaling behaviour in the dynamics of an economic index (1995)5 Stochastic volatility (1996)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)A pricing method for options based on average asset values (1990)Do subsidies to commercial R&D reduce market failures? Microeconometric evaluation studies (2000)G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type (2007)An Elementary Approach to a Girsanov Formula and Other Analytical Results on Fractional Brownian Motions (1999)Mixed Fractional Brownian Motion (2001)Arbitrage in fractional Brownian motion models (2003)
this work references cited by second hop

References

  • 2003Stochastic Differential Equations2,978 cited
  • 1900Théorie de la spéculation2,605 cited
  • 1989Theory of Martingales956 cited
  • 1951On stochastic differential equations832 cited
  • 1969Diffusion processes with continuous coefficients, I364 cited
  • 1946On a stochastic integral equation152 cited

Cited by

  • 2023Geoinformatics4 cited

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