Stochastic differential equations: An introduction with applications

By René L. Schilling. Mathematical Gazette, 2005

77 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/1f5b759e21277e366e3b36a552f6f8314c13ffec

Citations in the corpus

• A Unified Theory of Firm Selection and Growth (2009, unknown): “The application of Ito s Lemma requires the sales function to have a continuous second derivative (see for example Oksendal (2003), ch. 4).”