Diffusion Processes and Stochastic Calculus

By Fabrice Baudoin. 2014

50 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/e533b0c110ce7128b2f1b498572ae03efe5243b6

How researchers see this paper

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

In Finance

1. Samy Tindel
2. Cheng Ouyang
3. E. Nualart
4. Fabrice Baudoin
5. Peter K. Friz
6. Alexander Schied
7. Martin Hairer
8. David Nualart

Citations in the corpus

• On probability laws of solutions to differential systems driven by a fractional Brownian motion (2014, background): “34 in [3], this embedding extends to the rough paths case.”