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Path integrals and stochastic calculus

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Year: 2022
Type: article
Source: Advances In Physics
DOI: 10.1080/00018732.2023.2199229
Authors: Thibaut Arnoulx de Pirey, Leticia F. Cugliandolo, Vivien Lecomte, Frédéric van Wijland
Institutions: Technion – Israel Institute of Technology, Centre National de la Recherche Scientifique, Institut Universitaire de France, Sorbonne Université, Laboratoire de Physique Théorique et Hautes Energies, Laboratoire Interdisciplinaire de Physique, Université Grenoble Alpes, Université Paris Cité, Laboratoire Matière et Systèmes Complexes
Language: English

Topic: Stochastic processes and financial applications
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences

Open Access status: closed
OpenAlex ID: W4366390299
FWCI: 4.578
Cites: 132
Cited by: 30
Related to: 10
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