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Local times of self-intersection for multidimensional Brownian motion
3 references·1 citing·11 second hop
Local times of self-intersection for multidimensional Brownian motion (1995)Local times of self-intersection for mult…Ito formula for generalized Brownian functionals (2006)Ito formula for generalized B…Analysis of Brownian functionals (1976)Analysis of Brownian function…Multiple Wiener Integral (1951)Multiple Wiener IntegralA remark on non-smoothness of the self-intersection local time of planar Brownian motion (1997)A remark on non-smoothness of…Lectures on Stochastic Differential Equations and Malliavin Calculus (1984)Regularity of renormalized self-intersection local time for fractional Brownian motion (2007)White noise approach to stochastic integration (1988)A guide to the stochastic calculus of variations (2006)Stochastic calculus for convoluted Lévy processes (2008)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)Brownian functionals and applications (1983)Generalized Brownian functionals and the solution to a stochastic partial differential equation (1989)Differentiable measures and the Malliavin calculus (1997)
this work references cited by second hop

References

  • 1951Multiple Wiener Integral699 cited
  • 1976Analysis of Brownian functionals229 cited
  • 2006Ito formula for generalized Brownian functionals42 cited

Cited by

  • 1997A remark on non-smoothness of the self-intersection local time of planar Brownian motion21 cited

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