Imperial College London

ProfessorDamianoBrigo

Faculty of Natural SciencesDepartment of Mathematics

Chair in Mathematical Finance
 
 
 
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Contact

 

damiano.brigo

 
 
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Location

 

805Weeks BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@inbook{Brigo:1997,
author = {Brigo, D},
booktitle = {Stochastic Differential and Difference Equations},
editor = {Csiszar and Michaletzky},
publisher = {Birkhauser},
title = {On nonlinear SDE's whose densities evolve in a finite dimensional family},
year = {1997}
}

RIS format (EndNote, RefMan)

TY  - CHAP
AU - Brigo,D
PB - Birkhauser
PY - 1997///
TI - On nonlinear SDE's whose densities evolve in a finite dimensional family
T1 - Stochastic Differential and Difference Equations
ER -