SZodixStudyAcademic Library

Shelves Open access

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

Stochastic Differential Equations: Theory and Applications. · Study

ArticleShelves

ArticleStochastic Differential Equations: Theory and Applications.

Peter Whittle1976

Article1976

Stochastic Differential Equations: Theory and Applications.

Peter Whittle · Ludwig Arnold

2,351 citations·0/0 files stored·Journal of the Royal Statistical Society Series A (General)

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Probability and Statistical Research Nonlinear Differential Equations Analysis

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 2,351 citations exist upstream.

Cited by

1987Option Pricing when the Variance Changes Randomly: Theory, Estimation, and an Application 1990ARCH models as diffusion approximations 1993A Model of Intertemporal Asset Prices Under Asymmetric Information 1990A pricing method for options based on average asset values 1990The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding 1990Simple Binomial Processes as Diffusion Approximations in Financial Models 2005Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift 1985Blocking When Service Is Required From Several Facilities Simultaneously

Details

Year1976

Typearticle

Published1976-01-01

VenueJournal of the Royal Statistical Society Series A (General)

ISSN-L0035-9238

Languageen

Citations2,351

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.2307/2344856

openalex_workW2799664482

Links

Imported from OpenAlex (CC0) — nothing here is generated.