Work

Homeomorphism flows for non-Lipschitz stochastic differential equations with jumps

Year: 2008

Type: article

Source: Stochastic Processes and their Applications

DOI: 10.1016/j.spa.2007.12.006

Authors: Huijie Qiao, Xicheng Zhang

Institutions: Huazhong University of Science and Technology, UNSW Sydney

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W2003267273

FWCI: 0.475

Cites: 16

Cited by: 19

Related to: 10