ONE-DIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH GENERALIZED DRIFT ∗

By S. Blei, H. Engelbert. 2014

51 citations recorded by the source corpus.

Subfields: Applied Mathematics, Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/5a54169a077db2a8f8d6127bc6aa5ec428ef1b63

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. Francesco Russo
2. Franco Flandoli
3. Arnaud Debussche
4. Xicheng Zhang
5. Michael Röckner
6. Massimiliano Gubinelli
7. Feng-Yu Wang

In Finance

1. Francesco Russo
2. Franco Flandoli
3. Elena Issoglio
4. Pierre Vallois
5. Massimiliano Gubinelli
6. Xicheng Zhang
7. Lucio Galeati
8. E. Fedrizzi

In Mathematical Physics

1. Franco Flandoli
2. Francesco Russo
3. Pierre Vallois
4. Xicheng Zhang
5. Feng-Yu Wang
6. Dung Nguyen Tien

Citations in the corpus

• Multidimensional stochastic differential equations with distributional drift (2014, background): “Diffusions in the generalized sense were studied by several authors beginning with, at least in our knowledge [20]; later on, many authors considered special cases of stochastic differential equations with generalized coefficients, it is difficult to quote them all: in particular, we refer to the ca”