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References [1] Baudoin, F. (2014). Diffusion Processes and Stochastic Calculus. European Mathematical Society, Zürich. [2] Bibbona, E., L. Sacerdote, and E. Torre (2016). A copula-based method to build diffusion models with prescribed marginal and serial dependence. Methodol. Comput. Appl. Probab. 18 (3), 765–783. [3] Brezis, H. (2011). Functional Analysis, Sobolev Spaces and Partial Differential Equations. Springer, New York. [4] Cherny, A. S. (2002). On the uniqueness in law and the pathwise uniqueness for stochastic differential equations. Theory Probab