The DOI matches its Crossref record.
Stochastic Differential Equations
Overview
Integrity signals
Registry
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Claims the paper makes
Claims other papers make about this one
Each is checked against this paper’s own text: does it say what the citing paper says it does?
In the citing paper
“The SDE has a unique strong solution as long as the coefficients are globally Lipschitz in both state and time (Øksendal, 2003).”
From Score-Based Generative Modeling through Stochastic Differential Equations (2020) · cites this paper as Øksendal, 2003
Citations
Cited by
Sorted by citations
Gaussian Processes for Machine Learning
Rasmussen, C. E., & Williams, C. K. I. (2005) · doi:10.7551/mitpress/3206.001.0001 · Cited by 11,705
Score-Based Generative Modeling through Stochastic Differential Equations
Song, Y., Sohl-Dickstein, J., Kingma, D. P., Kumar, A., Ermon, S., & Poole, B. (2020) · arXiv · doi:10.48550/arxiv.2011.13456 · Cited by 1,953
Optimal non-reversible linear drift for the convergence to equilibrium of a diffusion
Lelièvre, T., Nier, F., & Pavliotis, G. A. (2013) · Journal of Statistical Physics · doi:10.1007/s10955-013-0769-x · Cited by 123
No-arbitrage conditions for storable commodities and the modeling of futures term structures
Liu, P. (., & Tang, K. (2010) · Journal of Banking & Finance · doi:10.1016/j.jbankfin.2010.03.013 · Cited by 28
Wide-Sense Estimation on the Special Orthogonal Group
Chiuso, A., Picci, G., & Soatto, S. (2008) · Communications in Information and Systems · doi:10.4310/cis.2008.v8.n3.a1 · Cited by 25
Metadata
- Authors
- Øksendal, B.
- Affiliations
- University of Oslo (NO)
- Corresponding author
- Øksendal, Bernt
- ORCID
- Øksendal, Bernt
- Venue
- Universitext
- Publisher
- Springer Berlin Heidelberg
- Published
- 2003
- Pages
- 65-84
- ISSN
- 0172-5939 (ISSN-L)
- 2191-6675
- OpenAlex
- W2141436719
- Cited by
- 3,081
- References
- 0
- Citations by year
- 2026: 13 · 2025: 9 · 2024: 23 · 2023: 54 · 2022: 44 · 2021: 132 · 2020: 150 · 2019: 157 · 2018: 118 · 2017: 88 · 2016: 134 · 2015: 157 · 2014: 173 · 2013: 157 · 2012: 169
- FWCI
- 363.01
- Type
- book chapter
- Language
- en
- Open access
- closed
- Locations
- Universitext (publishedVersion)
- Topics
- Social Sciences › Economics, Econometrics and Finance › Finance › Stochastic processes and financial applications
- Physical Sciences › Mathematics › Applied Mathematics › Nonlinear Differential Equations Analysis
- Physical Sciences › Mathematics › Statistics and Probability › Fuzzy Systems and Optimization
- Keywords
- stochastic differential equations, stochastic processes
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.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
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