Work

One — dimensional stochastic differential equations involving the local times of the unknown process

Year: 1984

Type: book-chapter

Source: Lecture notes in mathematics

DOI: 10.1007/bfb0099122

Author: J. F. Le Gall

Institutions: Laboratoire de Probabilités et Modèles Aléatoires, Laboratoire de Probabilités, Statistique et Modélisation

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1500844253

FWCI: 13.6

Cites: 14

Cited by: 178

Related to: 10