Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Integration with respect to Fractal Functions and Stochastic Calculus II

16 references·14 citing·33 second hop

FromToDepth

this work references cited by second hop

References

1968Fractional Brownian Motions, Fractional Noises and Applications7,658 cited
1983Stochastic Differential Equations and Diffusion Processes3,836 cited
2006The Malliavin Calculus and Related Topics2,470 cited
1998Differential equations driven by rough signals1,077 cited
1951Multiple Wiener Integral699 cited
1998Integration with respect to fractal functions and stochastic calculus. I589 cited
1988Stochastic calculus with anticipating integrands496 cited
1978On the Gap Between Deterministic and Stochastic Ordinary Differential Equations382 cited
1993Forward, backward and symmetric stochastic integration318 cited
1981Calcul d'ito sans probabilites247 cited
1977Liens entre équations différentielles stochastiques et ordinaires225 cited
1976On a Generalization of a Stochastic Integral217 cited
1995Stochastic analysis of fractional brownian motions207 cited
1994Differential equations driven by rough signals (I): an extension of an inequality of L. C. Young174 cited
1995The generalized covariation process and Ito formula136 cited
1999

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

On Fractional Brownian Processes

98 cited

Cited by

2007A version of Hörmander’s theorem for the fractional Brownian motion83 cited
2003n-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes82 cited
2003Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index ${H \ge \frac{1}{4}}$69 cited
2014Stochastic averaging principle for dynamical systems with fractional Brownian motion44 cited
2001STOCHASTIC STRATONOVICH CALCULUS fBm FOR FRACTIONAL BROWNIAN MOTION WITH HURST PARAMETER LESS THAN 1/242 cited
2006Mixed Brownian–fractional Brownian model: absence of arbitrage and related topics41 cited
2002Generalized Integration and Stochastic ODEs38 cited
2011Malliavin Calculus for Fractional Delay Equations33 cited
2011Fractional Lévy-driven Ornstein–Uhlenbeck processes and stochastic differential equations30 cited
2009Fractional Levy-driven OrnsteinUhlenbeck processes and stochastic differential equations28 cited
2015Rough differential equations driven by signals in Besov spaces27 cited
n.d.Mixed Stochastic Differential Equations: Existence and Uniqueness Result27 cited
2007Nonsemimartingales: Stochastic differential equations and weak Dirichlet processes26 cited
2003On a SDE driven by a fractional Brownian motion and with monotone drift26 cited