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BOOK-CHAPTER

Anticipating linear stochastic differential equations

Rainer Buckdahn

Year: 2005 Lecture notes in control and information sciences Pages: 18-23   Publisher: Springer Science+Business Media
DOI: 10.1007/bfb0002667
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Keywords:
Stochastic differential equation Stochastic partial differential equation Mathematics Wiener process Applied mathematics Linear differential equation Mathematical analysis Differential equation

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11
Cited By
0.71
FWCI (Field Weighted Citation Impact)
4
Refs
0.81
Citation Normalized Percentile
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Citation History

Topics

Stochastic processes and financial applications
Social Sciences →  Economics, Econometrics and Finance →  Finance
Stochastic processes and statistical mechanics
Physical Sciences →  Mathematics →  Mathematical Physics

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