Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

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

Invariant manifolds for weak solutions to stochastic equations

8 references·2 citing·29 second hop

FromToDepth

this work references cited by second hop

References

1999Continuous Martingales and Brownian Motion6,200 cited
1991Continuous Martingales and Brownian Motion1,957 cited
1989Stochastic Calculus in Manifolds406 cited
1999Interest Rate Dynamics and Consistent Forward Rate Curves386 cited
1999A Note on the Nelson-Siegel Family214 cited
2001On the Existence of Finite‐Dimensional Realizations for Nonlinear Forward Rate Models209 cited
1990Stochastic calculus in manifolds108 cited
2000Exponential-Polynomial Families and the Term Structure of Interest Rates66 cited

Cited by

2010An alternative approach on the existence of affine realizations for HJM term structure models26 cited
2000Stochastic invariance and consistency of financial models24 cited

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