Stochastic invariance of closed sets with non-Lipschitz coefficients
Work
Year: 2018
Type: article
Institutions Centre de Recherche en Mathématiques de la Décision, Université Paris Sciences et Lettres, Centre National de la Recherche Scientifique, Université Paris Dauphine-PSL
Cites: 41
Cited by: 8
Related to: 10
FWCI: 1.097
Citation percentile (by year/subfield): 77.39
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze