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ArticleStochastic integration with respect to Volterra processes

Laurent Decreusefond2004

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Stochastic integration with respect to Volterra processes

Laurent Decreusefond

64 citations·0/0 files stored·Annales de l Institut Henri Poincaré Probabilités et Statistiques

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Stochastic processes and financial applications Fractional Differential Equations Solutions Fuzzy Systems and Optimization

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References

2006The Malliavin Calculus and Related Topics 1998Differential equations driven by rough signals 1999Stochastic Analysis of the Fractional Brownian Motion 1998Integration with respect to fractal functions and stochastic calculus. I 2001Stochastic Calculus with Respect to Gaussian Processes 2003Stochastic integration with respect to fractional brownian motion 1995An Introduction to Analysis on Wiener Space 1996Itô′s formula with respect to fractional Brownian motion and its application

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2016The Jain–Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory 2005On quadratic functionals of the Brownian sheet and related processes 2008Time Change, Volatility, and Turbulence

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Year2004

Typearticle

Published2004-09-14

VenueAnnales de l Institut Henri Poincaré Probabilités et Statistiques

ISSN-L0246-0203

Languageen

Citations64

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.anihpb.2004.03.004

openalex_workW1978264611

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