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Modular pricing of options : an application of Fourier analysis
Zhu, Jianwei, (2000)
Minimax rates for nonparametric estimation of the drift functional in affine stochastic delay equations
Reiß, Markus, (2000)
BSDES with stochastic Lipschitz condition
Bender, Christian, (2000)
Stochastic tamed 3D Navier-Stokes equations : existence, uniqueness and ergodicity
Röckner, Michael, (2009)
Derivative formulae for SDEs driven by multiplicative α-stable-like processes
Wang, Linlin, (2015)
Derivative formulas and gradient estimates for SDEs driven by α-stable processes
Zhang, Xicheng, (2013)