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Iterated Brownian Motion and its Intrinsic Skeletal Structure
4 references·0 citing·6 second hop
Iterated Brownian Motion and its Intrinsic Skeletal Structure (1999)Iterated Brownian Motion and its Intrinsi…Stochastic calculus for Brownian motion on a Brownian fracture (1999)Stochastic calculus for Brown…Differential equations driven by rough signals (1998)Differential equations driven…Variation of iterated Brownian motion (1994)Variation of iterated Brownia…A Signed Measure on Path Space Related to Wiener Measure (1978)A Signed Measure on Path Spac…Continuous Martingales and Brownian Motion (1991)Continuous Martingales and Brownian Motion (1999)Differential equations driven by fractional Brownian motion (2002)Controlling rough paths (2004)Multidimensional Stochastic Processes as Rough Paths (2010)Weighted power variations of iterated Brownian motion (2008)
this work references cited by second hop

References

  • 1998Differential equations driven by rough signals1,077 cited
  • 1978A Signed Measure on Path Space Related to Wiener Measure139 cited
  • 1994Variation of iterated Brownian motion63 cited
  • 1999Stochastic calculus for Brownian motion on a Brownian fracture39 cited

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