Stochastic Processes and their Applications · 1996 · 15 citations · 16 references
EngineeringMathematicsDifferential EquationsStochastic ModelingStochastic ProcessesMarkov ProcessesStabilityStability TheoryStochastic CalculusStochastic Differential EquationsStochastic StabilityBackward Stochastic Differential EquationsStability Of Markov ProcessesStochastic Differential Systems
16
Markov Processes: Characterization and Convergence.
Andris Abakuks, S. N. Ethier, Thomas G. Kurtz · Biometrics · 1987 · 4.5K citations
Backward Stochastic Differential Equations in Finance
Nicole El Karoui, Shigē Péng, M.C. Quenez · Mathematical Finance · 1997 · 2.4K citations
Engineering, Economics, Finance +10
Convergence of Stochastic Processes.
Peter M. Robinson, David Pollard · Economica · 1985 · 2.3K citations