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From Stochastic Calculus to Mathematical Finance pp 433–506Cite as

Stochastic Differential Equations: A Wiener Chaos Approach

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Authors and Affiliations

  1. Department of Mathematics, USC Los Angeles, CA 90089, CA, USA

    Sergey Lototsky

  2. Department of Mathematics, USC Los Angeles, CA 90089, CA, USA

    Boris Rozovskii

Authors
  1. Sergey Lototsky
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  2. Boris Rozovskii
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Lototsky, S., Rozovskii, B. (2006). Stochastic Differential Equations: A Wiener Chaos Approach. In: From Stochastic Calculus to Mathematical Finance. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-30788-4_23

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