OpenAlex
Martingale problems for some degenerate Kolmogorov equations
Work
Year: 2017
Type: article
Source: Stochastic Processes and their Applications
Author Stéphane Menozzi
Institutions Université d'Évry Val-d'Essonne, National Research University Higher School of Economics
Cites: 40
Cited by: 19
Related to: 10
FWCI: 1.538
Citation percentile (by year/subfield): 90.99
Topic: Stochastic processes and financial applications
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: bronze