{"id":"https://openalex.org/W6446302","doi":null,"title":"Stochastic differential equations (3rd ed.): an introduction with applications","display_name":"Stochastic differential equations (3rd ed.): an introduction with applications","publication_year":1992,"publication_date":"1992-06-01","ids":{"openalex":"https://openalex.org/W6446302","mag":"6446302"},"language":"en","primary_location":{"id":"mag:6446302","doi":null,"is_oa":false,"landing_page_url":"https://dl.acm.org/citation.cfm?id=129416","pdf_url":null,"source":{"id":"https://openalex.org/S4306463937","display_name":"Springer eBooks","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"ebook platform"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":"Springer eBooks","raw_type":null},"volume":null,"type":"book","indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5078265147","display_name":"Bernt \u00d8ksendal","orcid":"https://orcid.org/0000-0002-5168-142X","observed_orcids":["https://orcid.org/0000-0002-5168-142X"]},"institutions":[{"id":"https://openalex.org/I184942183","display_name":"University of Oslo","ror":"https://ror.org/01xtthb56","country_code":"NO","type":"education","lineage":["https://openalex.org/I184942183"]}],"countries":["NO"],"is_corresponding":true,"raw_author_name":"Bernt \u00d8ksendal","raw_affiliation_strings":["University of Oslo, Oslo, Norway"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Oslo, Oslo, Norway","institution_ids":["https://openalex.org/I184942183"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5078265147"],"corresponding_institution_ids":["https://openalex.org/I184942183"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":137,"citation_normalized_percentile":{"value":0.0,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9907000064849854,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9907000064849854,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10541","display_name":"Nonlinear Differential Equations Analysis","score":0.002300000051036477,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T13500","display_name":"Probability and Statistical Research","score":0.0007999999797903001,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/stochastic-differential-equations","display_name":"stochastic differential equations","score":0.9990000128746033},{"id":"https://openalex.org/keywords/stochastic-calculus","display_name":"stochastic calculus","score":0.6740000247955322},{"id":"https://openalex.org/keywords/ito-calculus","display_name":"It\u00f4 calculus","score":0.8069999814033508},{"id":"https://openalex.org/keywords/brownian-motion","display_name":"Brownian motion","score":0.781000018119812},{"id":"https://openalex.org/keywords/stochastic-integrals","display_name":"stochastic integration","score":0.6729999780654907}],"concepts":[{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.6196023225784302},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4448551535606384},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3938601016998291},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3455502986907959}],"mesh":[],"locations_count":1,"locations":[{"id":"mag:6446302","doi":null,"is_oa":false,"landing_page_url":"https://dl.acm.org/citation.cfm?id=129416","pdf_url":null,"source":{"id":"https://openalex.org/S4306463937","display_name":"Springer eBooks","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/P4310319965","host_organization_name":"Springer Nature","host_organization_lineage":["https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Nature"],"type":"ebook platform"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":"Springer eBooks","raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W7075649136","https://openalex.org/W286421470","https://openalex.org/W2801085218","https://openalex.org/W2020881484","https://openalex.org/W3140378782","https://openalex.org/W1275718198","https://openalex.org/W4250491250","https://openalex.org/W2486317819","https://openalex.org/W588786186","https://openalex.org/W4205963190"],"abstract_inverted_index":null,"counts_by_year":[{"year":2021,"cited_by_count":5},{"year":2020,"cited_by_count":3},{"year":2019,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":2},{"year":2015,"cited_by_count":5},{"year":2014,"cited_by_count":8},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":5}],"updated_date":"2026-11-03T10:50:19.383937","created_date":"2016-06-24T00:00:00"}