Wu, J., & Bennett, J. (2007). Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization. Frontiers of Mathematics in China, 2(4), pp. 539-558. doi:10.1007/s11464-007-0033-2
Chicago Style CitationWu, Jiang-lun, and Jonathan Bennett. "Stochastic Differential Equations With Polar-decomposed Lévy Measures and Applications to Stochastic Optimization." Frontiers of Mathematics in China 2, no. 4 (2007): 539-558.
MLA CitationWu, Jiang-lun, and Jonathan Bennett. "Stochastic Differential Equations With Polar-decomposed Lévy Measures and Applications to Stochastic Optimization." Frontiers of Mathematics in China 2.4 (2007): 539-558.
Warning: These citations may not always be 100% accurate.