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An extension of Ito's formula for elliptic diffusion processes
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An extension of Ito's formula for elliptic diffusion processes (1997)An extension of Ito's formula for ellipti…The Malliavin Calculus and Related Topics (2006)The Malliavin Calculus and Re…Stochastic representation of diffusions corresponding to divergence form operators (1996)Stochastic representation of …Ito formula forC 1-functions of semimartingales (1996)Ito formula forC 1-functions …The Malliavin Calculus and Related Topics (1995)The Malliavin Calculus and Re…Quadratic Covariation and an Extension of Itô's Formula (1995)Quadratic Covariation and an …Integration by Parts and Time Reversal for Diffusion Processes (1989)Integration by Parts and Time…Time Reversal on Levy Processes (1988)Time Reversal on Levy Process…Time Reversal of Diffusions (1986)Time Reversal of DiffusionsGrossissement d'une filtration et retournement du temps d'une diffusion (1986)Grossissement d'une filtratio…Grossissement initial, hypothese (H′) et theoreme de Girsanov (1985)Grossissement initial, hypoth…Calcul d'ito sans probabilites (1981)Stochastic calculus with respect to continuous finite quadratic variation processes (2000)m-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index (2004)Elements of Stochastic Calculus via Regularization (2007)Stochastic Integration and Differential Equations : A New Approach (2014)Semi-Martingales et Grossissement d’une Filtration (1980)Stochastic Integration and Differential Equations (1990)Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index ${H \ge \frac{1}{4}}$ (2003)n-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes (2003)A variational approach to the construction and Malliavin differentiability of strong solutions of SDE’s (2013)Calcul Stochastique et Problèmes de Martingales (1979)Un Cours sur les Intégrales Stochastiques (2002)A Parallel between Brownian Bridges and Gamma Bridges (2004)Local time–space stochastic calculus for Lévy processes (2005)General Lower Bounds for Arithmetic Asian Option Prices (2008)Stochastic Differential Equations (2006)Stochastic calculus of variations and hypoelliptic operators (1978)Stochastic Differential Equations and Diffusion Processes (1983)Stochastic calculus with anticipating integrands (1988)Differentiable measures and the Malliavin calculus (1997)Itô's formula for C 1,λ -functions of a càdlàg process and related calculus (2002)Some SDEs with distributional drift. (2004)Applications of Malliavin calculus to Monte Carlo methods in finance (1999)Stochastic Calculus with Respect to Gaussian Processes (2001)Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations (2004)Generalization of Itô's formula for smooth nondegenerate martingales (2001)A probabilistic interpretation of the divergence and BSDE's (2002)Backward SDEs and Cauchy problem for semilinear equations in divergence form (2003)Additional logarithmic utility of an insider (1998)A monetary value for initial information in portfolio optimization (2003)What happens after a default: The conditional density approach (2010)Sur une transformation du mouvement brownien due à Jeulin et Yor (1994)Backward stochastic differential equations with singular terminal condition (2006)Numerical Challenges in the Use of Polynomial Chaos Representations for Stochastic Processes (2004)Central limit theorems for sequences of multiple stochastic integrals (2005)
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References

  • 2006The Malliavin Calculus and Related Topics2,470 cited
  • 1995The Malliavin Calculus and Related Topics1,545 cited
  • 1986Time Reversal of Diffusions210 cited
  • 1985Grossissement initial, hypothese (H′) et theoreme de Girsanov176 cited
  • 1995Quadratic Covariation and an Extension of Itô's Formula143 cited
  • 1996Ito formula forC 1-functions of semimartingales84 cited
  • 1989Integration by Parts and Time Reversal for Diffusion Processes82 cited
  • 1988Time Reversal on Levy Processes58 cited
  • 1986Grossissement d'une filtration et retournement du temps d'une diffusion42 cited
  • 1996Stochastic representation of diffusions corresponding to divergence form operators27 cited

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