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Itô’s Stochastic Calculus and Probability Theory
13 references·0 citing·23 second hop
Itô’s Stochastic Calculus and Probability Theory (1996)Itô’s Stochastic Calculus and Probability…Introduction to Stochastic Differential Equations. (1989)Introduction to Stochastic Di…Extension of Stochastic Integrals (1987)Extension of Stochastic Integ…Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces (1984)Foundations of Stochastic Dif…Distribution-valued processes arising from independent Brownian motions (1983)Distribution-valued processes…Stochastic differentials (1975)Stochastic differentialsDIFFUSION PROCESSES AND THEIR SAMPLE PATHS (1967)DIFFUSION PROCESSES AND THEIR…Stochastic Differential Equations in a Differentiable Manifold (2) (1953)Stochastic Differential Equat…Complex Multiple Wiener Integral (1952)Complex Multiple Wiener Integ…On a Formula Concerning Stochastic Differentials (1951)On a Formula Concerning Stoch…Multiple Wiener Integral (1951)Multiple Wiener IntegralStochastic Differential Equations in a Differentiable Manifold (1950)Stochastic Differential Equat…Brownian motions in a Lie group (1950)Brownian motions in a Lie gro…On a stochastic integral equation (1946)On a stochastic integral equa…On Square Integrable Martingales (1967)Time Reversal on Levy Processes (1988)White noise approach to stochastic integration (1988)MINIMAL VARIANCE HEDGING FOR INSIDER TRADING (2006)Stochastic integral (1944)On stochastic differential equations (1951)STOCHASTIC DIFFERENTIAL EQUATIONS AND DIFFUSIONS (2000)On stationary solutions of a stochastic differential equation (1964)Diffusion processes with continuous coefficients, I (1969)Itô’s stochastic calculus: Its surprising power for applications (2010)Lévy Brownian Motion for Several Parameters and Generalized White Noise (1957)Gaussian Estimation of Structural Parameters in Higher Order Continuous Time Dynamic Models (1983)CONTINUOUS TIME STOCHASTIC MODELS AND ISSUES OF AGGREGATION OVER TIME (1984)Convergence of integrated processes of arbitrary Hermite rank (1979)Integration with respect to fractal functions and stochastic calculus. I (1998)Stochastic Calculus for Fractional Brownian Motion I. Theory (2000)Parabolic SPDEs driven by Poisson white noise (1998)Space-time continuous solutions to SPDE's driven by a homogeneous Wiener process (1999)Stochastic finite elements: Computational approaches to stochastic partial differential equations (2008)Estimation of the coefficients of a diffusion from discrete observations (1986)On the optimal stopping problem for one-dimensional diffusions (2003)Spectral Expansions for Asian (Average Price) Options (2004)Random Fields for Spatial Data Modeling (2020)
this work references cited by second hop

References

  • 1951Multiple Wiener Integral699 cited
  • 1967DIFFUSION PROCESSES AND THEIR SAMPLE PATHS494 cited
  • 1951On a Formula Concerning Stochastic Differentials369 cited
  • 1984Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces251 cited
  • 1950Stochastic Differential Equations in a Differentiable Manifold210 cited
  • 1952Complex Multiple Wiener Integral202 cited
  • 1946On a stochastic integral equation152 cited
  • 1983Distribution-valued processes arising from independent Brownian motions79 cited
  • 1989Introduction to Stochastic Differential Equations.69 cited
  • 1987Extension of Stochastic Integrals66 cited
  • 1975Stochastic differentials66 cited
  • 1950Brownian motions in a Lie group53 cited
  • 1953Stochastic Differential Equations in a Differentiable Manifold (2)35 cited

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