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Theory and applications of stochastic differential equations
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Theory and applications of stochastic differential equations (1981)Theory and applications of stochastic dif…The role of oscillatory modes in US business cycles (2015)The role of oscillatory modes…Stochastic Differential Equations (2014)Stochastic Differential Equat…Stochastic Differential Equations (2004)Stochastic Differential Equat…Probabilistic dynamics as a tool for dynamic PSA (1996)Probabilistic dynamics as a t…A Note on Average Rate Options with Discrete Sampling (1995)A Note on Average Rate Option…On Viable Diffusion Price Processes of the Market Portfolio (1990)On Viable Diffusion Price Pro…A review on stochastic differential equations for applications in hydrology (1987)A review on stochastic differ…On the Performance of State-Dependent Single Server Queues (1986)On the Performance of State-D…Computer models and automata theory in biology and medicine (1986)Computer models and automata …A second-order Monte Carlo method for the solution of the Ito stochastic differential equation (1986)A second-order Monte Carlo me…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)The Pricing of Options and Corporate Liabilities (1973)Theory of Financial Decision Making. (1988)Extracting Information from the Market to Price the Weather Derivatives (2006)On stochastic differential equations (1951)STOCHASTIC DIFFERENTIAL EQUATIONS: THEORY AND APPLICATIONS (1976)Elements of Physical Biology (1925)Mathematical Biophysics (1935)Fuzzy sets (1965)Robert Rosen’s Work and Complex Systems Biology (2006)Theory of Rational Option Pricing (1973)American options with stochastic dividends and volatility: A nonparametric investigation (2000)Heterogeneity and Option Pricing (2000)Brownian Motion and Stochastic Calculus (2007)Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets (2008)Handbook of human reliability analysis with emphasis on nuclear power plant applications (1985)Risk assessment for dynamic systems: An overview (1994)Dynamic failure assessment of an ammonia storage unit: A case study (2014)Dynamic probabilistic risk assessment of decision-making in emergencies for complex systems, case study: Dynamic positioning drilling unit (2021)Supervised dynamic probabilistic risk assessment: Review and comparison of methods (2022)A Contribution to the Theory of Economic Growth (1956)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)A single-server queue with limited virtual waiting time (1974)Refining diffusion approximations for queues (1982)The Single Server Queue (1983)Asymptotic expansions for Markov processes with l�vy generators (1989)Stochastic Differential Equations (1972)No-arbitrage conditions for storable commodities and the modeling of futures term structures (2010)
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Cited by

  • 1990On Viable Diffusion Price Processes of the Market Portfolio86 cited
  • 1996Probabilistic dynamics as a tool for dynamic PSA58 cited
  • 2004Stochastic Differential Equations54 cited
  • 1987A review on stochastic differential equations for applications in hydrology49 cited
  • 1986Computer models and automata theory in biology and medicine37 cited
  • 1995A Note on Average Rate Options with Discrete Sampling37 cited
  • 2014Stochastic Differential Equations34 cited
  • 1986A second-order Monte Carlo method for the solution of the Ito stochastic differential equation25 cited
  • 2015The role of oscillatory modes in US business cycles23 cited
  • 1986On the Performance of State-Dependent Single Server Queues23 cited

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