A class of degenerate stochastic differential equations with non-Lipschitz coefficients
Article Properties
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LanguageEnglish
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DOI (url)
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Publication Date2013/07/26
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Indian UGC (journal)
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Refrences16
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Citations7
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K SURESH KUMAR
Journal Category
Science
Mathematics
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Refrences
| Title | Journal | Journal Categories | Citations | Publication Date |
|---|---|---|---|---|
| A study of a class of stochastic differential equations with non-Lipschitzian coefficients | Probability Theory and Related Fields |
| 90 | 2005 |
| A survey and some generalizations of Bessel processes | Bernoulli |
| 162 | 2003 |
| 10.1090/S0002-9947-02-03120-3 | 2002 | |||
| Degenerate stochastic differential equations and super-Markov chains | Probability Theory and Related Fields |
| 34 | 2002 |
| 10.1016/S0304-4149(01)00140-5 | 2002 |
Refrences Analysis
| Category | Category Repetition |
|---|---|
| Science: Mathematics: Probabilities. Mathematical statistics | 3 |
| Science: Mathematics | 3 |
The category
Science: Mathematics: Probabilities. Mathematical statistics 3
is the most frequently represented among the references in this article. It primarily includes studies from Probability Theory and Related Fields and Bernoulli. The chart below illustrates the number of referenced publications per year.
Refrences used by this article by year
Citations
| Title | Journal | Journal Categories | Citations | Publication Date |
|---|---|---|---|---|
| Fundamental solution to 1D degenerate diffusion equation with locally bounded coefficients | Journal of Mathematical Analysis and Applications |
| 2 | 2022 |
| The truncated Euler–Maruyama method for stochastic differential equations with Hölder diffusion coefficients | Journal of Computational and Applied Mathematics |
| 11 | 2020 |
| Existence and uniqueness of degenerate SDEs with Hölder diffusion and measurable drift | Journal of Mathematical Analysis and Applications |
| 2020 | |
| The fundamental solution to 1D degenerate diffusion equation with one-sided boundary | Journal of Mathematical Analysis and Applications |
| 2 | 2020 |
A general model system related to affine stochastic differential equations | Stochastics and Dynamics |
| 2020 |
Citations Analysis
The category
Science: Mathematics 7
is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled A class of stochastic differential equations with pathwise unique solutions and was published in 2016. The most recent citation comes from a 2022 study titled Fundamental solution to 1D degenerate diffusion equation with locally bounded coefficients. This article reached its peak citation in 2020, with 4 citations. It has been cited in 5 different journals. Among related journals, the Journal of Mathematical Analysis and Applications cited this research the most, with 3 citations. The chart below illustrates the annual citation trends for this article.