OpenAlex
Stratonovich’s signatures of Brownian motion determine Brownian sample paths
Work
Year: 2012
Type: article
Source: Probability Theory and Related Fields
Authors Yves Le Jan, Zhongmin Qian
Institutions Institut Universitaire de France, Université Paris-Sud, University of Oxford
Cites: 17
Cited by: 22
Related to: 10
FWCI: 3.286
Citation percentile (by year/subfield): 89.15
Topic: Stochastic processes and financial applications
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: bronze