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Stochastic integration, trace and the skeleton of wiener functionals
6 references·1 citing·23 second hop
Stochastic integration, trace and the skeleton of wiener functionals (1990)Stochastic integration, trace and the ske…Stratonovich integral and trace (1990)Stratonovich integral and tra…Multiple Wiener-Ito integrals possessing a continuous extension (1990)Multiple Wiener-Ito integrals…On the Relation Between the Stratonovich and Ogawa Integrals (1989)On the Relation Between the S…Stochastic calculus with anticipating integrands (1988)Stochastic calculus with anti…Generalized multiple stochastic integrals and the representation of wiener functionals (1988)Generalized multiple stochast…Generalized stochastic integrals and the malliavin calculus (1986)Generalized stochastic integr…Forward, backward and symmetric stochastic integration (1993)Forward, backward and symmetr…Multiple Wiener Integral (1951)Stochastic calculus of variations and hypoelliptic operators (1978)Stochastic Differential Equations and Diffusion Processes (1983)Differentiable measures and the Malliavin calculus (1997)Weighted Stochastic Sobolev Spaces and Bilinear SPDEs Driven by Space–Time White Noise (1997)Calcul Stochastique et Problèmes de Martingales (1979)Continuous Martingales and Brownian Motion (1991)Continuous Martingales and Brownian Motion (1999)Stochastic integration with respect to fractional brownian motion (2003)Stochastic integration with respect to the fractional Brownian motion (2003)Analysis of the Rosenblatt process (2008)Stochastic calculus of variation and hypoelliptic operators (1978)Backward Stochastic Differential Equations in Finance (1997)Integration with respect to fractal functions and stochastic calculus. I (1998)Backward stochastic differential equations and quasilinear parabolic partial differential equations (2005)Lectures on Stochastic Differential Equations and Malliavin Calculus (1984)The Tata Institute of Fundamental Research (1997)Convergence in law to the multiple fractional integral (2003)Multiple fractional integral with Hurst parameter less than 1 2 (2005)Anticipative calculus for the poisson process based on the fock space (1990)Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model (2009)Analysis of Variations for Self-similar Processes: A Stochastic Calculus Approach (2013)A Fourier analytic approach to pathwise stochastic integration (2016)
this work references cited by second hop

References

  • 1988Stochastic calculus with anticipating integrands496 cited
  • 1986Generalized stochastic integrals and the malliavin calculus156 cited
  • 1988Generalized multiple stochastic integrals and the representation of wiener functionals57 cited
  • 1990Stratonovich integral and trace48 cited
  • 1989On the Relation Between the Stratonovich and Ogawa Integrals32 cited
  • 1990Multiple Wiener-Ito integrals possessing a continuous extension24 cited

Cited by

  • 1993Forward, backward and symmetric stochastic integration322 cited

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