Work

On the behaviour of certain functionals of the wiener process and applications to stochastic differential equations

Year: 2005

Type: book-chapter

Source: Springer eBooks

DOI: 10.1007/bfb0006406

Authors: H. J. Engelbert, W. Schmidt

Institution: Friedrich Schiller University Jena

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W90333354

FWCI: 3.195

Cites: 8

Cited by: 41

Related to: 10