Work

A remark on Tsirelson's stochastic differential equation

Year: 1999

Type: book-chapter

Source: Lecture notes in mathematics

DOI: 10.1007/bfb0096518

Authors: M. Émery, W. Schachermayer

Institution: Institut de Recherche Mathématique Avancée

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W112233440

FWCI:

Cites: 32

Cited by: 16

Related to: 10