Applied Stochastic Control of Jump Diffusions

By Bernt Øksendal, Agnès Sulem. Universitext, 2004

872 citations recorded by the source corpus.

Subfields: Computational Theory and Mathematics

View Paper: https://www.semanticscholar.org/paper/d5b862cd955bda9fb837abf9b6a255ecde14bd2b

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In Computational Theory and Mathematics

1. Arno Solin
2. Simo Särkkä

Citations in the corpus

• Applied Stochastic Differential Equations (2019, positive): “3 Local Linearization Methods of Ozaki and Shoji The local linearization methods of Ozaki (1992, 1993) and Shoji and Ozaki (1998) (see also Rao, 1999; Iacus, 2008) can be seen as instances of linearization methods, where the linearization is chosen in a specific way.”