Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

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

Stochastic Differential Equations

14 references·16 citing·23 second hop

FromToDepth

this work references cited by second hop

References

2007Brownian Motion and Stochastic Calculus7,421 cited
1999Continuous Martingales and Brownian Motion6,200 cited
1983Stochastic Differential Equations and Diffusion Processes3,836 cited
2003Stochastic Differential Equations2,978 cited
2005Controlled Markov Processes and Viscosity Solutions2,698 cited
1990Adapted solution of a backward stochastic differential equation2,676 cited
1997Backward Stochastic Differential Equations in Finance2,339 cited
2003Stochastic Differential Equations2,090 cited
1976Stochastic Differential Equations and Applications1,378 cited
2009Continuous-time Stochastic Control and Optimization with Financial Applications1,041 cited
1984Stochastic differential equations with reflecting boundary conditions817 cited
2005Backward stochastic differential equations and quasilinear parabolic partial differential equations782 cited
1997Reflected solutions of backward SDE's, and related obstacle problems for PDE's704 cited
2007Forward-Backward Stochastic Differential Equations and their Applications675 cited

Cited by

1988Maximum Likelihood Estimation of Generalized Itô Processes with Discretely Sampled Data

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

355 cited

2013Functional Itô calculus and stochastic integral representation of martingales252 cited

2011Advances of the probability density evolution method for nonlinear stochastic systems247 cited

1984Cumulant-neglect closure for non-linear oscillators under random parametric and external excitations234 cited

2004Dynamic response and reliability analysis of non-linear stochastic structures216 cited

1992Stochastic Differential Equations184 cited

2010Itô’s stochastic calculus: Its surprising power for applications141 cited

2000When is time continuous?130 cited

2008A note on the principle of preservation of probability and probability density evolution equation126 cited

2007Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise. Application to fractional Black–Scholes equations115 cited

2010Continuous Time Modeling of Panel Data by means of SEM102 cited

2019Optimal capital structure and bankruptcy choice: Dynamic bargaining versus liquidation93 cited

2016A real options approach to analyse wind energy investments under different support schemes87 cited

19704 Stochastic Differential Equations71 cited

2017A strong order $1/2$ method for multidimensional SDEs with discontinuous drift67 cited

1999On the diversity of equity markets65 cited