bookStochastic modelling and applied probabilityJan 1, 2005Closed access

Stochastic Integration and Differential Equations

PPPhilip Protter

Cornell University

Indexed incrossref

Abstract

No abstract available for this paper.

Citation impact

4,729

total citations

FWCI: 122.76
Percentile: 100%
References: 0

Citations per year

Authors

1

PP
Philip ProtterCorresponding
Cornell University

Topics & keywords

Topics

Stochastic processes and financial applications9%

Keywords

Mathematics
Stochastic differential equation
Stochastic partial differential equation
Applied mathematics
Subject (documents)
Differential equation
Calculus (dental)
Mathematical economics

No related works found for this paper.