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STOCHASTIC DIFFERENTIAL EQUATIONS
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STOCHASTIC DIFFERENTIAL EQUATIONS (1975)STOCHASTIC DIFFERENTIAL EQUATIONSOn Some non Asymptotic Bounds for the Euler Scheme (2010)On Some non Asymptotic Bounds…Continuous Time Modeling of Panel Data by means of SEM (2010)Continuous Time Modeling of P…Stochastic Taylor Expansions for the Expectation of Functionals of Diffusion Processes (2004)Stochastic Taylor Expansions …Continuous martingales and brownian motion (1993)Continuous martingales and br…Noisy demand and mode choice (1985)Noisy demand and mode choiceThe demand for foreign bonds (1983)The demand for foreign bondsStochastic Differential Equations and Diffusion Processes (1983)Continuous Martingales and Brownian Motion (1999)Rational Equilibrium Asset-Pricing Bubbles in Continuous Trading Models (2000)Short-term interest rate dynamics: a spatial approach (2002)Saddlepoint approximations for continuous-time Markov processes (2005)Stochastic Integration and Differential Equations (2005)Habit and Hysteresis in Mode Choice (1977)Dynamic Models of Competition between Transportation Modes (1979)Econometric Models of Probabilistic Choice (1981)Stochastic Differential Equations (2003)The Malliavin Calculus and Related Topics (2006)Stochastic differential equations and applications (2008)Concentration bounds for stochastic approximations (2012)Strong convergence for the Euler–Maruyama approximation of stochastic differential equations with discontinuous coefficients (2017)Weak rate of convergence of the Euler–Maruyama scheme for stochastic differential equations with non-regular drift (2017)Optimum consumption and portfolio rules in a continuous-time model (1971)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)A Theory of the Term Structure of Interest Rates (1985)Home asset preference and productivity shocks (1988)Asset Prices, Global Portfolios, and the International Financial System (2021)Alternative Ways of Assessing Model Fit (1992)Testing Structural Equation Models. (1994)Testing Structural Equation Models. (1995)A hierarchical latent stochastic differential equation model for affective dynamics. (2011)The longitudinal interplay of students’ academic self-concepts and achievements within and across domains: Replicating and extending the reciprocal internal/external frame of reference model. (2014)Discrete- vs. Continuous-Time Modeling of Unequally Spaced Experience Sampling Method Data (2017)Brownian Motion and Stochastic Calculus (2007)Trees and asymptotic expansions for fractional stochastic differential equations (2009)Taylor expansions of solutions of stochastic partial differential equations with additive noise (2010)Numerical solution of stochastic differential equations (2016)
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  • 2010Continuous Time Modeling of Panel Data by means of SEM102 cited
  • 1993Continuous martingales and brownian motion97 cited
  • 2010On Some non Asymptotic Bounds for the Euler Scheme57 cited
  • 2004Stochastic Taylor Expansions for the Expectation of Functionals of Diffusion Processes50 cited
  • 1983The demand for foreign bonds27 cited
  • 1985Noisy demand and mode choice4 cited

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