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Applications of stochastic analysis

Bernt Øksendal 1 Agnès Sulem 2
1 CMA - Center of Mathematics for Applications [Oslo]
2 MATHRISK - Mathematical Risk handling
Inria Paris-Rocquencourt, UPEM - Université Paris-Est Marne-la-Vallée, ENPC - École des Ponts ParisTech
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https://hal.inria.fr/hal-01260035
Contributor : Martine Verneuille <>
Submitted on : Thursday, January 21, 2016 - 2:26:19 PM
Last modification on : Wednesday, February 26, 2020 - 7:06:15 PM

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Bernt Øksendal, Agnès Sulem. Applications of stochastic analysis. Nicholas J. Higham. The Princeton Companion to Applied Mathematics, Princeton University Press, pp.319-327, 2015, 9781400874477. ⟨hal-01260035⟩

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