Work

STOCHASTIC DIFFERENTIAL EQUATIONS AND DIFFUSION PROCESSES (North-Holland Mathematical Library, 24)

Year: 1982

Type: article

Source: Bulletin of the London Mathematical Society

DOI: 10.1112/blms/14.5.449

Author: L. C. G. Rogers

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2576170905

FWCI: 1.276

Cites:

Cited by: 55

Related to: 10