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The multiple stochastic integral
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The multiple stochastic integral (1982)The multiple stochastic integralStable Convergence of Multiple Wiener-Itô Integrals (2008)Stable Convergence of Multipl…Multiple fractional integrals (1999)Multiple fractional integralsMultiple integration with respect to Poisson and Lévy processes (1989)Multiple integration with res…A Bibliographical Guide to Self-Similar Processes and Long-Range Dependence (1986)A Bibliographical Guide to Se…The Variation of Certain Speculative Prices (1963)Fractional Brownian Motions, Fractional Noises and Applications (1968)The variation of certain speculative prices (1997)Multi-Fractality in Foreign Currency Markets (2002)Orthogonal functionals of independent-increment processes (1976)Stochastic Differential Equations and Diffusion Processes (1983)On Ito Stochastic Integration with Respect to $p$-Stable Motion: Inner Clock, Integrability of Sample Paths, Double and Multiple Integrals (1986)Continuous Martingales and Brownian Motion (1999)Stochastic Integration and Differential Equations (2005)The Malliavin Calculus and Related Topics (2006)Multiple Wiener Integral (1951)Stochastic and Multiple Wiener Integrals for Gaussian Processes (1978)Arbitrage with Fractional Brownian Motion (1997)Chaos decomposition of multiple fractional integrals and applications (1999)Stochastic calculus for fractional Brownian motion. I. Theory (2002)Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean (2016)
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  • 1986A Bibliographical Guide to Self-Similar Processes and Long-Range Dependence103 cited
  • 1999Multiple fractional integrals39 cited
  • 1989Multiple integration with respect to Poisson and Lévy processes26 cited
  • 2008Stable Convergence of Multiple Wiener-Itô Integrals24 cited

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