Concepedia

Existence of invariant manifolds for stochastic equations in infinite dimension

Damir Filipović, Josef Teichmann

Journal of Functional Analysis · 2003 · 120 citations · 16 references

Open access

Concepts

EngineeringMathematicsPhysicsDifferential EquationsProbability TheoryStochastic ProcessesBrownian MotionContinuous-time Stochastic ProcessesDiffusion ProcessesInvariant ManifoldsMarkov ProcessesStochastic Differential EquationsGlobal Invariant ManifoldsInvariant Manifold TheoremsInvariant Manifolds In Partial Differential EquationsLocal Invariant ManifoldsSmoothness Of Invariant ManifoldsStochastic Differential SystemsStochastic Partial Differential Equations

References

16

A Theory of the Term Structure of Interest Rates

John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross · Econometrica · 1985 · 8.6K citations

Business, Economics, Finance +17

One-parameter semigroups for linear evolution equations

Klaus‐Jochen Engel, Rainer Nagel · Semigroup Forum · 2001 · 3.5K citations

Natural Sciences, Mathematics, Differential Equations +9

Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation

David Heath, Robert A. Jarrow, A. J. Morton · Econometrica · 1992 · 3.2K citations

Business, Economics, Finance +17

A YIELD‐FACTOR MODEL OF INTEREST RATES

Darrell Duffie, Rui Kan · Mathematical Finance · 1996 · 2.6K citations

Business, Economics, Finance +17

The inverse function theorem of Nash and Moser

Richard S. Hamilton · Bulletin of the American Mathematical Society · 1982 · 1.2K citations · Full text

Social Sciences, Mathematics, Game Theory +9