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On stochastic differential equations and applications
0 references·3 citing·8 second hop
On stochastic differential equations and applications (1969)On stochastic differential equations and …Nonparametric estimation for linear SPDEs from local measurements (2021)Nonparametric estimation for …Introduction to Stochastic Differential Equations (2014)Introduction to Stochastic Di…Bubbles, convexity and the Black–Scholes equation (2009)Bubbles, convexity and the Bl…Stochastic Differential Equations and Diffusion Processes (1983)Continuous Martingales and Brownian Motion (1999)Brownian Motion and Stochastic Calculus (2007)Robustness of the Black and Scholes Formula (1998)Moment explosions in stochastic volatility models (2006)Brownian Motion and Stochastic Calculus (1998)An Introduction to Computational Stochastic PDEs (2014)Stochastic Partial Differential Equations: An Introduction (2015)
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  • 2009Bubbles, convexity and the Black–Scholes equation38 cited
  • 2014Introduction to Stochastic Differential Equations33 cited
  • 2021Nonparametric estimation for linear SPDEs from local measurements32 cited

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