Work

Linear stochastic differential equations and Wick products

Year: 1994

Type: article

Source: Probability Theory and Related Fields

DOI: 10.1007/bf01206230

Authors: R. Buckdahn, D. Nualart

Institutions: Humboldt-Universität zu Berlin, Universitat de Barcelona

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

Funder: Deutsche Forschungsgemeinschaft

OpenAlex ID: W2033834031

FWCI: 3.816

Cites: 11

Cited by: 30

Related to: 10