Work

Modeling and analysis of stochastic differential equations driven by point processes

Year: 1978

Type: article

Source: IEEE Transactions on Information Theory

DOI: 10.1109/tit.1978.1055857

Author: S. Marcus

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: U.S. Department of Defense, Hankyong National University

OpenAlex ID: W2112859637

FWCI: 9.23

Cites: 30

Cited by: 86

Related to: 10