Work

Stratonovich stochastic differential equations driven by general semimartingales

Year: 1995

Type: article

Source: French digital mathematics library (Numdam)

Authors: Thomas G. Kurtz, Étienne Pardoux, Philip Protter

Language: French

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2494930141

FWCI: 4.97

Cites:

Cited by: 74

Related to: 10