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The Stochastic Volterra Equation
4 references·0 citing·18 second hop
The Stochastic Volterra Equation (1993)The Stochastic Volterra EquationWICK MULTIPLICATION AND ITO-SKOROHOD STOCHASTIC DIFFERENTIAL EQUATIONS (1991)WICK MULTIPLICATION AND ITO-S…Stochastic Volterra Equations with Anticipating Coefficients (1990)Stochastic Volterra Equations…Generalized stochastic integrals and the malliavin calculus (1986)Generalized stochastic integr…An Extension of the Stochastic Integral (1982)An Extension of the Stochasti…Multiple Wiener Integral (1951)Linear stochastic differential equations and Wick products (1994)Wick Approximation of Quasilinear Stochastic Differential Equations (1996)CHAOS EXPANSION OF LOCAL TIME OF FRACTIONAL BROWNIAN MOTIONS (2002)Stochastic calculus of variations and hypoelliptic operators (1978)Stochastic Differential Equations and Diffusion Processes (1983)Random non-linear wave equations: Smoothness of the solutions (1988)Anticipative calculus for the poisson process based on the fock space (1990)White noise analysis for Lévy processes (2003)Calcul Stochastique et Problèmes de Martingales (1979)An Intertemporal General Equilibrium Model of Asset Prices (1985)Stochastic calculus with anticipating integrands (1988)NON-LIPSCHITZ BACKWARD STOCHASTIC VOLTERRA TYPE EQUATIONS WITH JUMPS (2007)Mean-field backward stochastic Volterra integral equations (2013)A regularity structure for rough volatility (2019)White noise approach to stochastic integration (1988)An Extension of Itô's Formula for Anticipating Processes (1998)Volterra equations with fractional stochastic integrals (2004)
this work references cited by second hop

References

  • 1986Generalized stochastic integrals and the malliavin calculus156 cited
  • 1990Stochastic Volterra Equations with Anticipating Coefficients89 cited
  • 1982An Extension of the Stochastic Integral37 cited
  • 1991WICK MULTIPLICATION AND ITO-SKOROHOD STOCHASTIC DIFFERENTIAL EQUATIONS34 cited

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