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A Review of White Noise Analysis from a Probabilistic Standpoint
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A Review of White Noise Analysis from a Probabilistic Standpoint (1997)A Review of White Noise Analysis from a P…Stochastic Differential Equations (2003)Stochastic Differential Equat…Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach. (1997)Stochastic Partial Differenti…Stochastic Differential Equations (1995)Stochastic Differential Equat…Stochastic Differential Equations and Diffusion Processes (1983)Stochastic Differential Equat…Brownian Motion (1980)Brownian MotionWhite noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance (2000)An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter (2003)White noise analysis for Lévy processes (2003)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Backward Stochastic Differential Equations in Finance (1997)Controlled Markov Processes and Viscosity Solutions (2005)A pricing method for options based on average asset values (1990)Do subsidies to commercial R&D reduce market failures? Microeconometric evaluation studies (2000)G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type (2007)Volatility skews and extensions of the Libor market model (2000)Fully Nonparametric Estimation of Scalar Diffusion Models (2003)Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach (2021)Bootstrap Unit Root Tests (2003)A Delayed Black and Scholes Formula (2007)Fractal Time Series—A Tutorial Review (2009)
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References

  • 1983Stochastic Differential Equations and Diffusion Processes3,836 cited
  • 2003Stochastic Differential Equations2,978 cited
  • 1980Brownian Motion457 cited
  • 1995Stochastic Differential Equations384 cited
  • 1997Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach.353 cited

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