108 citations · 419 across the 35 of their papers we have counts for
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math.PR2018★ 8 cited
Itô vs Stratonovich in the presence of absorbing states
Álvaro Correales, Carlos Escudero
It is widely assumed that there exists a simple transformation from the Itô interpretation to the one by Stratonovich and back for any stochastic differential equation of applied i…
math.PR2018
A triple comparison between anticipating stochastic integrals in financial modeling
Joan C. Bastons, Carlos Escudero
We consider a simplified version of the problem of insider trading in a financial market. We approach it by means of anticipating stochastic calculus and compare the use of the Hit…