JOURNAL ARTICLE
On Weak Solutions of Stochastic Differential Equations
Year: 2011 Journal: Stochastic Analysis and Applications Vol: 30 (1)Pages: 100-121 Publisher: Taylor & Francis
Abstract
International audience
Keywords:
Mathematics Stochastic differential equation Representation (politics) Stochastic partial differential equation Stochastic process Malliavin calculus Applied mathematics Continuous-time stochastic process Stochastic integral Differential equation Stochastic calculus Mathematical analysis
Metrics
54
Cited By
4.72
FWCI (Field Weighted Citation Impact)
24
Refs
0.96
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
Stability and Controllability of Differential Equations
Physical Sciences → Engineering → Control and Systems Engineering
Nonlinear Differential Equations Analysis
Physical Sciences → Mathematics → Applied Mathematics
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