SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Processus De Diffusion Et Equations Differentielles Stochastiques
3 references·1 citing·14 second hop
Processus De Diffusion Et Equations Differentielles Stochastiques (1974)Processus De Diffusion Et Equations Diffe…On the uniqueness of solutions of stochastic differential equations (1971)On the uniqueness of solution…Diffusion processes with continuous coefficients, II (1969)Diffusion processes with cont…Diffusion processes with continuous coefficients, I (1969)Diffusion processes with cont…Uniqueness of strong solutions to stochastic differential equations in the plane with deterministic boundary process (1987)Uniqueness of strong solution…Stochastic Differential Equations and Diffusion Processes (1981)Stochastic Differential Equations and Diffusion Processes (1983)On a Formula Concerning Stochastic Differentials (1951)On stochastic differential equations (1951)On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures (1960)Stochastic differential games (1972)Sur l'int�grabilit� uniforme des martingales exponentielles (1978)Central limit theorems for local martingales (1980)A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT (1974)A stochastic calculus model of continuous trading: Complete markets (1983)Stochastic differential equations with reflecting boundary conditions (1984)Nonlinear variational inequalities and differential games with stopping times (1974)Some Examples of Optimal Stochastic Controls OR: The Stochastic Maximum Principle at Work (1981)Mimicking an Itô process by a solution of a stochastic differential equation (2013)
this work references cited by second hop

References

  • 1971On the uniqueness of solutions of stochastic differential equations848 cited
  • 1969Diffusion processes with continuous coefficients, I364 cited
  • 1969Diffusion processes with continuous coefficients, II114 cited

Cited by

  • 1987Uniqueness of strong solutions to stochastic differential equations in the plane with deterministic boundary process27 cited

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