From Elementary Probability to Stochastic Differential Equations with MAPLE

By S. Cyganowski, Peter E. Kloeden, J. Ombach. 2001

67 citations recorded by the source corpus.

Subfields: Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/8f078402508ae012b1899c15314965f23012f065

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In Mathematical Physics

1. Yacine Aït-Sahalia

Citations in the corpus

• Closed-Form Likelihood Expansions for Multivariate Diffusions (2002, background): “6 of Cyganowski, Kloeden and Ombach [8] where they show that restricting the σ matrix leads to a simplification of the Milshtein scheme for X.”