The DOI matches its Crossref record.
Stochastic Integration and Differential Equations
Overview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cited by
Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
Barndorff‐Nielsen, O. E. (1997) · Scandinavian Journal of Statistics · doi:10.1111/1467-9469.00045 · Cited by 1,020
BOLLERSLEV, T., & TODOROV, V. (2011) · The Journal of Finance · doi:10.1111/j.1540-6261.2011.01695.x · Cited by 804
Applied Stochastic Differential Equations
Särkkä, S., & Solin, A. (2019) · doi:10.1017/9781108186735 · Cited by 326
HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROACH12
Cvitanić, J., & Karatzas, I. (1996) · Mathematical Finance · doi:10.1111/j.1467-9965.1996.tb00075.x · Cited by 317
An introduction to numerical methods for stochastic differential equations
Platen, E. (1999) · Acta Numerica · doi:10.1017/s0962492900002920 · Cited by 273
Metadata
- Authors
- Protter, P. E.
- Venue
- Stochastic Modelling and Applied Probability
- Publisher
- Springer Berlin Heidelberg
- Published
- 2005
- ISSN
- 2197-4381 (ISSN-L)
- 0172-4568
- 2197-439X
- OpenAlex
- W1995522593
- Cited by
- 4,583
- References
- 0
- FWCI
- 185.64
- Type
- book
- Language
- en
- 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.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Stochastic Integration and Differential Equations. https://app.cochat.ai/papers/10.1007/978-3-662-10061-5
- The paper
- Protter, P. E. (2005). Stochastic Integration and Differential Equations. Stochastic Modelling and Applied Probability. https://doi.org/10.1007/978-3-662-10061-5
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.