Diffusions, Markov Processes and Martingales: References

By L. Rogers, David Williams. 2000

63 citations recorded by the source corpus.

Subfields: Applied Mathematics, Artificial Intelligence, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/38c064a6d94de1fed0df5fa4a07306296d108830

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Applied Mathematics

1. Mark H. A. Davis

In Artificial Intelligence

1. Mark H. A. Davis

In Mathematical Physics

1. Mark H. A. Davis
2. Atsushi Takeuchi

Citations in the corpus

• Complete–market models of stochastic volatility (2004, methodology): “Full details of the following can be found in section IV.38 of Rogers and Williams (2000), or section 2.3 of Nualart (1995).”