Free Access
Volume 11, February 2007
Special Issue: "Stochastic analysis and mathematical finance" in honor of Nicole El Karoui's 60th birthday
Page(s) 236 - 247
Published online 19 June 2007
  1. W. Feller, The parabolic differential equations and the associated semi-groups of transformations. Ann. of Math. (2) 55 (1952) 468–519. [CrossRef] [MathSciNet]
  2. W. Feller, Diffusion processes in one dimension. Trans. Amer. Math. Soc. 77 (1954) 1–31. [MathSciNet]
  3. I. Karatzas and S.E. Shreve, Brownian motion and stochastic calculus. Springer-Verlag, New York, 2nd edition, Graduate Texts in Mathematics 113 (1991).
  4. S. Karlin and H.M. Taylor, A second course in stochastic processes. Academic Press Inc. [Harcourt Brace Jovanovich Publishers], New York (1981).
  5. D. Lamberton and G. Pagès, Recursive computation of the invariant distribution of a diffusion. Bernoulli 8 (2002) 367–405. [MathSciNet]
  6. V. Lemaire, Estimation récursive de la mesure invariante d'un processus de diffusion. Ph.D. Thesis, Université de Marne-la-Vallée (2005).
  7. G. Pagès, Sur quelques algorithmes récursifs pour les probabilités numériques. ESAIM Probab. Statist. 5 (2001) 141–170 (electronic). [CrossRef] [EDP Sciences] [MathSciNet]
  8. L.C.G. Rogers and D. Williams, Diffusions, Markov processes, and martingales. Vol. 1. Wiley Series in Probability and Mathematical Statistics: Probability and Mathematical Statistics. John Wiley & Sons Ltd., Chichester, 2nd edition (1994).
  9. W.F. Stout, Almost sure convergence. Academic Press [A subsidiary of Harcourt Brace Jovanovich, Publishers], New York-London, Probability and Mathematical Statistics 24 (1974).

Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.

Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.

Initial download of the metrics may take a while.