Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

On the Link Between Fractional and Stochastic Calculus

13 references·3 citing·32 second hop

FromToDepth

this work references cited by second hop

References

1983Stochastic Differential Equations and Diffusion Processes3,836 cited
2006The Malliavin Calculus and Related Topics2,470 cited
1995The Malliavin Calculus and Related Topics1,545 cited
1999Stochastic Analysis of the Fractional Brownian Motion744 cited
1998Integration with respect to fractal functions and stochastic calculus. I589 cited
1988Stochastic calculus with anticipating integrands496 cited
1978On the Gap Between Deterministic and Stochastic Ordinary Differential Equations382 cited
1993Forward, backward and symmetric stochastic integration318 cited
1981Calcul d'ito sans probabilites247 cited
1977Liens entre équations différentielles stochastiques et ordinaires225 cited
1995Stochastic analysis of fractional brownian motions207 cited
1994Differential equations driven by rough signals (I): an extension of an inequality of L. C. Young174 cited
1995The generalized covariation process and Ito formula136 cited

Cited by

2014On drift parameter estimation in models with fractional Brownian motion51 cited
2002Generalized Integration and Stochastic ODEs38 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2002Itô's formula for C 1,λ -functions of a càdlàg process and related calculus34 cited