Lower bound technique in the theory of a stochastic differential equation

By A. Lasota, Tomasz Szarek. 2006

66 citations recorded by the source corpus.

Subfields: Computational Theory and Mathematics, Control and Systems Engineering, Finance

View Paper: https://www.semanticscholar.org/paper/a28d748796a23e3c5d4cf172a480f54dbfb4429e

How researchers see this paper

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

In Computational Theory and Mathematics

1. S. Peszat
2. Tomasz Komorowski
3. Tomasz Szarek

In Control and Systems Engineering

1. S. Peszat
2. Tomasz Komorowski
3. Tomasz Szarek
4. Zdzisław Brzeźniak
5. Wei Liu
6. Annie Millet
7. P. Morien

In Finance

1. Tomasz Komorowski
2. S. Peszat
3. Tomasz Szarek
4. Zdzisław Brzeźniak
5. Annie Millet
6. P. Morien
7. Wei Liu

Citations in the corpus

• Feller processes on nonlocally compact spaces (2006, methodology): “The utility of our method in proving the existence of an invariant measure for stochastic partial differential equations with an impulsive noise will be shown in [18].”
• On ergodicity of some Markov processes (2008, methodology): “For more examples of Markov processes that have the e-property but are neither dissipative nor have the asymptotic strong Feller property see [ 20 ].”