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Applications of anticipating stochastic calculus to stochastic differential equations
8 references·1 citing·32 second hop
Applications of anticipating stochastic calculus to stochastic differential equations (1990)Applications of anticipating stochastic c…Boundary Value Problems for Stochastic Differential Equations (1991)Boundary Value Problems for S…Stochastic Volterra Equations with Anticipating Coefficients (1990)Stochastic Volterra Equations…Stochastic calculus with anticipating integrands (1988)Stochastic calculus with anti…Generalized stochastic integrals and the malliavin calculus (1986)Generalized stochastic integr…Diffusions conditionnelles. I. Hypoellipticité partielle (1981)Diffusions conditionnelles. I…A generalized formula of Ito and some other properties of stochastic flows (1981)A generalized formula of Ito …On a Generalization of a Stochastic Integral (1976)On a Generalization of a Stoc…On nonlinear transformations of Gaussian measures (1974)On nonlinear transformations …Skorohod stochastic differential equations of diffusion type (1992)Skorohod stochastic different…Multiple Wiener Integral (1951)Stochastic calculus of variations and hypoelliptic operators (1978)Stochastic Differential Equations and Diffusion Processes (1983)Random non-linear wave equations: Smoothness of the solutions (1988)Anticipative calculus for the poisson process based on the fock space (1990)White noise analysis for Lévy processes (2003)MULTI-DIMENSIONAL DIFFUSION PROCESSES (1980)Stochastic partial differential equations and filtering of diffusion processes (1980)The Malliavin calculus (1985)STOCHASTIC DIFFERENTIAL EQUATIONS AND DIFFUSIONS (2000)On the Gap Between Deterministic and Stochastic Ordinary Differential Equations (1978)Applications of the Malliavin calculus. II (1985)On Square Integrable Martingales (1967)Stochastic Differential Equations (1972)On backward stochastic differential equations (1982)The Partially Observed Stochastic Minimum Principle (1989)SEMI-LINEAR SYSTEMS OF BACKWARD STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS IN ℝn (2005)Calcul Stochastique et Problèmes de Martingales (1979)An Intertemporal General Equilibrium Model of Asset Prices (1985)NON-LIPSCHITZ BACKWARD STOCHASTIC VOLTERRA TYPE EQUATIONS WITH JUMPS (2007)Mean-field backward stochastic Volterra integral equations (2013)A regularity structure for rough volatility (2019)Stochastic integral (1944)Integration with respect to Fractal Functions and Stochastic Calculus II (2001)Anticipative Girsanov transformations (1991)Linear skorohod stochastic differential equations (1991)Differentiable measures and the Malliavin calculus (1997)A generalized clark representation formula, with application to optimal portfolios (1991)Forward, backward and symmetric stochastic integration (1993)Backward doubly stochastic differential equations and systems of quasilinear SPDEs (1994)Second order stochastic differential equations with Dirichlet boundary conditions (1991)Weak approximations. A Malliavin calculus approach (2000)
this work references cited by second hop

References

  • 1988Stochastic calculus with anticipating integrands496 cited
  • 1976On a Generalization of a Stochastic Integral217 cited
  • 1986Generalized stochastic integrals and the malliavin calculus156 cited
  • 1974On nonlinear transformations of Gaussian measures133 cited
  • 1990Stochastic Volterra Equations with Anticipating Coefficients89 cited
  • 1981Diffusions conditionnelles. I. Hypoellipticité partielle83 cited
  • 1981A generalized formula of Ito and some other properties of stochastic flows73 cited
  • 1991Boundary Value Problems for Stochastic Differential Equations58 cited

Cited by

  • 1992Skorohod stochastic differential equations of diffusion type25 cited

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