Generalized Integration and Stochastic ODEs
By Franco Flandoli, Francesco Russo. 2002
47 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/9d359e588b517073e86f1381b05851d0e8bb21a0
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
In Finance
- Pierre Vallois
- Francesco Russo
- Richard F. Bass
- Ivan Nourdin
- Jason Swanson
- Dung Nguyen Tien
- M. Kassmann
- Renming Song
Citations in the corpus
- Elements of Stochastic Calculus via Regularization (2006, methodology): “Stochastic integration via regularization is a technique of integration developed in a series of papers by the authors starting from [45], continued in [46, 47, 48, 49, 44] and later carried out by other authors, among them [50, 11, 12, 54, 53, 55, 57, 16, 15, 17, 18, 23].”
- Stochastic differential equations for Dirichlet processes (2001, background): “For some recent work that is related to the subject of this paper see [ 4 , 5, 6]. The first main result of this paper, in Section 2, concerns the case where we”