Stochastic Flows and Jump-Diffusions

By Hiroshi Kunita. Probability Theory and Stochastic Modelling, 2019

70 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/39a286d8d439c5870c559f8deb68e9f54594936a

How researchers see this paper

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

In Finance

1. David Kristjanson Duvenaud
2. Xuechen Li
3. Ting-Kam Leonard Wong
4. Ricky T. Q. Chen

Citations in the corpus

• Scalable Gradients for Stochastic Differential Equations (2020, methodology): “Our stochastic adjoint process relies on the notion of backward SDEs devised by Kunita [40], which is based on two-sided filtrations.”