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Stochastic Processes and Calculus

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  • Uwe Hassler

    (Goethe University Frankfurt)

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Suggested Citation

  • Uwe Hassler, 2016. "Stochastic Processes and Calculus," Springer Texts in Business and Economics, Springer, edition 1, number 978-3-319-23428-1, July.
    • Handle: RePEc:spr:sptbec:978-3-319-23428-1
    DOI: 10.1007/978-3-319-23428-1
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    Cited by:

    1. Ardian, Aldin & Kumral, Mustafa, 2020. "Incorporating stochastic correlations into mining project evaluation using the Jacobi process," Resources Policy, Elsevier, vol. 65(C).
    2. Christensen, Kim & Oomen, Roel & Renò, Roberto, 2022. "The drift burst hypothesis," Journal of Econometrics, Elsevier, vol. 227(2), pages 461-497.
    3. Uwe Hassler & Mehdi Hosseinkouchack, 2016. "Panel Cointegration Testing in the Presence of Linear Time Trends," Econometrics, MDPI, vol. 4(4), pages 1-16, November.
    4. Mathpati, Yogesh Chandrakant & More, Kalpesh Sanjay & Tripura, Tapas & Nayek, Rajdip & Chakraborty, Souvik, 2023. "MAntRA: A framework for model agnostic reliability analysis," Reliability Engineering and System Safety, Elsevier, vol. 235(C).
    5. Siripha Junlakarn & Radhanon Diewvilai & Kulyos Audomvongseree, 2022. "Stochastic Modeling of Renewable Energy Sources for Capacity Credit Evaluation," Energies, MDPI, vol. 15(14), pages 1-27, July.

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