BOOK-CHAPTER
Applications of anticipating stochastic calculus to stochastic differential equations
Year: 1990 Lecture notes in mathematics Pages: 63-105 Publisher: Springer Nature
Keywords:
Mathematics Stochastic calculus Exposition (narrative) Stochastic differential equation Calculus (dental) Malliavin calculus Differential calculus Applied mathematics Quantum stochastic calculus Ordinary differential equation Time-scale calculus Stochastic partial differential equation Differential equation Multivariable calculus Mathematical analysis
Metrics
27
Cited By
33.41
FWCI (Field Weighted Citation Impact)
17
Refs
1.00
Citation Normalized Percentile
Is in top 1%
Is in top 10%
Citation History
Topics
Stochastic processes and financial applications
Social Sciences → Economics, Econometrics and Finance → Finance
Mathematical functions and polynomials
Physical Sciences → Mathematics → Applied Mathematics
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