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Forward, backward and symmetric stochastic integration · Study

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ArticleForward, backward and symmetric stochastic integration

Francesco Russo1993

OA

Articlebronze1993

Forward, backward and symmetric stochastic integration

Francesco Russo · Pierre Vallois

318 citations·0/0 files stored·Probability Theory and Related Fields

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Stochastic processes and financial applications Mathematical and Theoretical Analysis Fuzzy Systems and Optimization

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 318 citations exist upstream.

References

1999Continuous Martingales and Brownian Motion 1991Continuous Martingales and Brownian Motion 1979Calcul Stochastique et Problèmes de Martingales 1991Dirichlet Forms and Analysis on Wiener Space 1988Stochastic calculus with anticipating integrands 1980Semi-Martingales et Grossissement d’une Filtration

Cited by

2003Stochastic integration with respect to fractional brownian motion 2003Stochastic integration with respect to the fractional Brownian motion 2008Analysis of the Rosenblatt process 2008Stochastic heat equation driven by fractional noise and local time 2005On bifractional Brownian motion 1995The generalized covariation process and Ito formula 2005Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter H∈(0,12)2000Stochastic calculus with respect to continuous finite quadratic variation processes

Details

Year1993

Typearticle

Published1993-09-01

VenueProbability Theory and Related Fields

ISSN-L0178-8051

Languageen

Citations318

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1007/bf01195073

openalex_workW1985170541

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