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A Remark on the Equivalence between Poisson and Gaussian Stochastic Partial Differential Equations
3 references·1 citing·12 second hop
A Remark on the Equivalence between Poisson and Gaussian Stochastic Partial Differential Equations (1998)A Remark on the Equivalence between Poiss…Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach. (1997)Stochastic Partial Differenti…Brownian Motion (1980)Brownian MotionMultiple Wiener Integral (1951)Multiple Wiener IntegralWhite Noise of Poisson Random Measures (2004)White Noise of Poisson Random…The Malliavin Calculus and Related Topics (1995)Stochastic Integration and Differential Equations (2005)The Malliavin Calculus and Related Topics (2006)White 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)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)Bootstrap Unit Root Tests (2003)A Delayed Black and Scholes Formula (2007)Fractal Time Series—A Tutorial Review (2009)
this work references cited by second hop

References

  • 1951Multiple Wiener Integral699 cited
  • 1980Brownian Motion457 cited
  • 1997Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach.353 cited

Cited by

  • 2004White Noise of Poisson Random Measures44 cited

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