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On nonlinear transformations of Gaussian measures
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On nonlinear transformations of Gaussian measures (1974)On nonlinear transformations of Gaussian …Nonclausal stochastic integrals and calculus (2006)Nonclausal stochastic integra…Differentiable measures and the Malliavin calculus (1997)Differentiable measures and t…Wick Approximation of Quasilinear Stochastic Differential Equations (1996)Wick Approximation of Quasili…Transformation of the Wiener measure under non-invertible shifts (1994)Transformation of the Wiener …When Does the Ramer Formula Look Like the Girsanov Formula? (1992)When Does the Ramer Formula L…Transformation of Wiener measure under anticipative flows (1992)Transformation of Wiener meas…Second order stochastic differential equations with Dirichlet boundary conditions (1991)Second order stochastic diffe…Linear skorohod stochastic differential equations (1991)Linear skorohod stochastic di…Anticipative Girsanov transformations (1991)Anticipative Girsanov transfo…Applications of anticipating stochastic calculus to stochastic differential equations (1990)Applications of anticipating …An Introduction to Malliavin's Calculus (1984)An Introduction to Malliavin'…On the relation between ordinary and stochastic differential equations (1965)Stochastic calculus with anticipating integrands (1988)Multiple Wiener Integral (1951)Stochastic calculus of variations and hypoelliptic operators (1978)On stochastic differential equations (1951)Asymptotic expansion of Bayes estimators for small diffusions (1993)Stochastic Differential Equations (2014)On a Generalization of a Stochastic Integral (1976)Generalized stochastic integrals and the malliavin calculus (1986)Skorohod stochastic differential equations of diffusion type (1992)A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations (1989)Boundary Value Problems for Stochastic Differential Equations (1991)Linear stochastic differential equations and Wick products (1994)L'intégrale stochastique comme opérateur de divergence dans l'espace fonctionnel (1982)The Malliavin calculus (1987)Stochastic Differential Equations and Diffusion Processes (1981)Stochastic Differential Equations and Diffusion Processes (1983)Dirichlet Forms and Analysis on Wiener Space (1991)On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures (1960)Weak approximations. A Malliavin calculus approach (2000)
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  • 1997Differentiable measures and the Malliavin calculus54 cited
  • 1991Anticipative Girsanov transformations44 cited
  • 1991Linear skorohod stochastic differential equations42 cited
  • 1991Second order stochastic differential equations with Dirichlet boundary conditions37 cited
  • 1984An Introduction to Malliavin's Calculus33 cited
  • 1992Transformation of Wiener measure under anticipative flows32 cited
  • 1996Wick Approximation of Quasilinear Stochastic Differential Equations27 cited
  • 1990Applications of anticipating stochastic calculus to stochastic differential equations27 cited
  • 2006Nonclausal stochastic integrals and calculus26 cited
  • 1994Transformation of the Wiener measure under non-invertible shifts24 cited
  • 1992When Does the Ramer Formula Look Like the Girsanov Formula?23 cited

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