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Stochastic calculus in manifolds
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Stochastic calculus in manifolds (1990)Stochastic calculus in manifoldsPlanarly branched rough paths and rough differential equations on homogeneous spaces (2020)Planarly branched rough paths…Plague and power relations (2007)Plague and power relationsInterest Rates and Information Geometry (2001)Interest Rates and Informatio…Invariant manifolds for weak solutions to stochastic equations (2000)Invariant manifolds for weak …The Strength of Weak Ties (1973)American Apartheid: Segregation and the Making of the Underclass. (1993)The Wretched of the Earth (2000)Stochastic Calculus in Manifolds (1989)Continuous Martingales and Brownian Motion (1991)Continuous Martingales and Brownian Motion (1999)Stochastic invariance and consistency of financial models (2000)An alternative approach on the existence of affine realizations for HJM term structure models (2010)Calcul Stochastique et Problèmes de Martingales (1979)Differential equations driven by rough signals (1998)Stochastic Integration and Differential Equations (2005)An equilibrium characterization of the term structure (1977)Stochastic Differential Equations and Diffusion Processes (1983)A Theory of the Term Structure of Interest Rates (1985)Entropy and information in the interest rate term structure (2002)A chaotic approach to interest rate modelling (2004)CONDITIONAL DENSITY MODELS FOR ASSET PRICING (2012)
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  • 2001Interest Rates and Information Geometry95 cited
  • 2000Invariant manifolds for weak solutions to stochastic equations28 cited
  • 2020Planarly branched rough paths and rough differential equations on homogeneous spaces27 cited
  • 2007Plague and power relations3 cited

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