SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Path integrals and stochastic calculus
6 references·0 citing·13 second hop
Path integrals and stochastic calculus (2022)Path integrals and stochastic calculusRules of calculus in the path integral representation of white noise Langevin equations: the Onsager–Machlup approach (2017)Rules of calculus in the path…STOCHASTIC DIFFERENTIAL EQUATIONS (2007)STOCHASTIC DIFFERENTIAL EQUAT…INTEGRATION OF STOCHASTIC DIFFERENTIAL EQUATIONS ON A COMPUTER (2002)INTEGRATION OF STOCHASTIC DIF…Numerical Solution of SDE Through Computer Experiments (1995)Numerical Solution of SDE Thr…Correlations in Price Changes and Volatility across International Stock Markets (1990)Correlations in Price Changes…Stochastic integral (1944)Stochastic integralNumerical solution of stochastic differential equations (2016)The Behavior of Stock-Market Prices (1965)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Transmission of Volatility between Stock Markets (1990)Fundamentals and Stock Returns in Japan (1991)Asymmetric Volatility and Risk in Equity Markets (2000)Stochastic Differential Equations in a Differentiable Manifold (1950)On a Generalization of a Stochastic Integral (1976)Functional Itô calculus and stochastic integral representation of martingales (2013)Stochastic Differential Equations (2012)Convergence of the Stochastic Euler Scheme for Locally Lipschitz Coefficients (2011)Loss of regularity for Kolmogorov equations (2015)
this work references cited by second hop

References

  • 1990Correlations in Price Changes and Volatility across International Stock Markets1,913 cited
  • 1944Stochastic integral547 cited
  • 2002INTEGRATION OF STOCHASTIC DIFFERENTIAL EQUATIONS ON A COMPUTER164 cited
  • 1995Numerical Solution of SDE Through Computer Experiments139 cited
  • 2017Rules of calculus in the path integral representation of white noise Langevin equations: the Onsager–Machlup approach71 cited
  • 2007STOCHASTIC DIFFERENTIAL EQUATIONS48 cited

Cited by

No citing works inside the corpus for this window.

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