Work

Linear stochastic differential equations with boundary conditions

Year: 1989

Type: article

Source: Probability Theory and Related Fields

DOI: 10.1007/bf00341281

Authors: Daniel Ocone, Etienne Pardoux

Institutions: Rutgers, The State University of New Jersey, Université de Provence Aix-Marseille I

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

Funder: National Science Foundation

Award: Mathematical Sciences: Topics in Nonlinear Filtering and Stochastic Control

OpenAlex ID: W2019659495

FWCI: 10.72

Cites: 19

Cited by: 58

Related to: 10