The DOI matches its Crossref record; 3 of the 3 references it cites were found in a registry or an index.
Multidimensional Diffusion Processes
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Citations
Cites
Equation of State Calculations by Fast Computing Machines
Metropolis, N., Rosenbluth, A. W., Rosenbluth, M. N., Teller, A. H., & Teller, E. (1953) · The Journal of Chemical Physics · doi:10.1063/1.1699114 · Cited by 37,192
The pricing of options and corporate liabilities
Black, F., & Scholes, M. (1973) · Journal of Political Economy · doi:10.1086/260062 · Cited by 29,074
Monte Carlo sampling methods using Markov chains and their applications.
Hastings, W. K. (1970) · Biometrika · doi:10.1093/biomet/57.1.97 · Cited by 15,195
Cited by
Controlled Markov Processes and Viscosity Solutions
(2006) · Stochastic Modelling and Applied Probability · doi:10.1007/0-387-31071-1 · Cited by 2,684
Piecewise-Deterministic Markov Processes: A General Class of Non-Diffusion Stochastic Models
Davis, M. H. A. (1984) · Journal of the Royal Statistical Society Series B: Statistical Methodology · doi:10.1111/j.2517-6161.1984.tb01308.x · Cited by 1,121
ARCH models as diffusion approximations
Nelson, D. B. (1990) · Journal of Econometrics · doi:10.1016/0304-4076(90)90092-8 · Cited by 938
Simple Binomial Processes as Diffusion Approximations in Financial Models
Nelson, D. B., & Ramaswamy, K. (1990) · Review of Financial Studies · doi:10.1093/rfs/3.3.393 · Cited by 379
Nonequilibrium Markov Processes Conditioned on Large Deviations
Chetrite, R., & Touchette, H. (2015) · Annales Henri Poincaré · doi:10.1007/s00023-014-0375-8 · Cited by 321
Metadata
- Authors
- Stroock, D. W., & Varadhan, S. R. S.
- Venue
- Springer eBooks
- Publisher
- Springer Berlin Heidelberg
- Published
- 1997
- OpenAlex
- W1523471994
- Cited by
- 2,009
- References
- 3
- FWCI
- 20.71
- Type
- book
- Language
- fr
- Open access
- closed
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
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How to cite
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- CoChat. (2026). Citation check: Multidimensional Diffusion Processes. https://app.cochat.ai/papers/10.1007/3-540-28999-2
- The paper
- Stroock, D. W., & Varadhan, S. R. S. (1997). Multidimensional Diffusion Processes. Springer eBooks. https://doi.org/10.1007/3-540-28999-2
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
