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Stochastic lie group-valued measures and their relations to stochastic curve integrals, gauge fields and markov cosurfaces
7 references·0 citing·23 second hop
Stochastic lie group-valued measures and their relations to stochastic curve integrals, gauge fields and markov cosurfaces (1986)Stochastic lie group-valued measures and …Malliavin calculus for two-parameter Wiener functionals (1985)Malliavin calculus for two-pa…Stochastic Differential Equations and Diffusion Processes (1983)Stochastic Differential Equat…Stochastic Integrals (1981)Stochastic IntegralsStochastic systems in Riemannian manifolds (1979)Stochastic systems in Riemann…Processes With Independent Increments on a Lie Group (1978)Processes With Independent In…Stochastic integrals in the plane (1975)Stochastic integrals in the p…STOCHASTIC INTEGRALS AND DIFFERENTIALS (1969)STOCHASTIC INTEGRALS AND DIFF…Multiple Wiener Integral (1951)On Square Integrable Martingales (1967)Martingales and stochastic integrals for processes with a multi-dimensional parameter (1974)Random non-linear wave equations: Smoothness of the solutions (1988)Heat Equations with Fractional White Noise Potentials (2001)An introduction to stochastic partial differential equations (2006)Diffusion processes with continuous coefficients, I (1969)Diffusion processes with continuous coefficients, II (1969)Random walks and Lévy processes as rough paths (2017)On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures (1960)Existence of Optimal Stochastic Control Laws (1971)Semiexplicit Solutions to Some Nonlinear Nonquadratic Mean-Field-Type Games: A Direct Method (2019)Stochastic calculus of variations and hypoelliptic operators (1978)The support of the solution to a hyperbolic SPDE (1994)The law of the solution to a nonlinear hyperbolicSPDE (1996)The stochastic wave equation in high dimensions: Malliavin differentiability and absolute continuity (2013)Department of Mathematics. (1892)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)Stochastic differential equations with reflecting boundary condition in convex regions (1979)Some applications of stochastic calculus to partial differential equations (1983)Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading (1999)
this work references cited by second hop

References

  • 1983Stochastic Differential Equations and Diffusion Processes3,966 cited
  • 1975Stochastic integrals in the plane500 cited
  • 1969STOCHASTIC INTEGRALS AND DIFFERENTIALS103 cited
  • 1985Malliavin calculus for two-parameter Wiener functionals45 cited
  • 1978Processes With Independent Increments on a Lie Group44 cited
  • 1979Stochastic systems in Riemannian manifolds26 cited
  • 1981Stochastic Integrals26 cited

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