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
Keywords:
Stochastic differential equation Stochastic partial differential equation Mathematics Wiener process Applied mathematics Linear differential equation Mathematical analysis Differential equation

Metrics

11
Cited By
0.71
FWCI (Field Weighted Citation Impact)
4
Refs
0.81
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
Stochastic processes and statistical mechanics
Physical Sciences →  Mathematics →  Mathematical Physics

Related Documents

© 2026 ScienceGate Book Chapters — All rights reserved.