Brownian Motion and Stochastic Calculus

Overview of attention for book

Cover of 'Brownian Motion and Stochastic Calculus'

Table of Contents

Attention for Chapter 4: Brownian Motion and Partial Differential Equations

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Citations

dimensions_citation: 1601 Dimensions

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So far, Dimensions has found 1,601 publications that cite this research output.

1,601

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On the weak rate of convergence for the Euler–Maruyama scheme with Hölder drift

Article in Stochastic Processes and their Applications (August 2024)

A study on asset price bubble dynamics: explosive trend or quadratic variation?

Article in Quantitative Finance (May 2024)

Stability of the Epstein–Zin problem

Article in Mathematical Finance (May 2024)

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