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Homogeneous chaos, 𝑝-forms, scaling and the Feynman integral
3 references·4 citing·21 second hop
Homogeneous chaos, 𝑝-forms, scaling and the Feynman integral (1993)Homogeneous chaos, 𝑝-forms, scaling and …Notes on the Feynman integral. I (1981)Notes on the Feynman integral…On a Generalization of a Stochastic Integral (1976)On a Generalization of a Stoc…Multiple Wiener Integral (1951)Multiple Wiener IntegralWick calculus for nonlinear Gaussian functionals (2009)Wick calculus for nonlinear G…Multiple fractional integral with Hurst parameter less than 1 2 (2005)Multiple fractional integral …Chaos decomposition of multiple fractional integrals and applications (1999)Chaos decomposition of multip…Tail and Quantile Estimation for Strongly Mixing Stationary Sequences (1990)Tail and Quantile Estimation …Kernel Estimates of the Tail Index of a Distribution (1985)On a Basis for 'Peaks Over Threshold' Modeling (1990)On the distribution of tail array sums for strongly mixing stationary sequences (1998)On functional central limit theorems for dependent, heterogeneous arrays with applications to tail index and tail dependence estimation (2008)Stochastic and Multiple Wiener Integrals for Gaussian Processes (1978)Multiple fractional integrals (1999)Stochastic Analysis of Gaussian Processes via Fredholm Representation (2016)Stochastic Analysis of the Fractional Brownian Motion (1999)Stochastic Calculus for Fractional Brownian Motion I. Theory (2000)Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach. (1997)On Stratonovich and Skorohod stochastic calculus for Gaussian processes (2013)Some Recent Progress on Stochastic Heat Equations (2019)Stochastic partial differential equations (2020)Stochastic integral (1944)Generalized stochastic integrals and the malliavin calculus (1986)Anticipative calculus for the poisson process based on the fock space (1990)Integration with respect to Fractal Functions and Stochastic Calculus II (2001)Convergence of integrated processes of arbitrary Hermite rank (1979)Integration with respect to fractal functions and stochastic calculus. I (1998)Notes on the Feynman integral, II (1981)A Note on Paley-Wiener-Zygmund Stochastic Integrals (1988)
this work references cited by second hop

References

  • 1951Multiple Wiener Integral699 cited
  • 1976On a Generalization of a Stochastic Integral217 cited
  • 1981Notes on the Feynman integral. I45 cited

Cited by

  • 1990Tail and Quantile Estimation for Strongly Mixing Stationary Sequences49 cited
  • 2009Wick calculus for nonlinear Gaussian functionals34 cited
  • 1999Chaos decomposition of multiple fractional integrals and applications31 cited
  • 2005Multiple fractional integral with Hurst parameter less than 1 223 cited

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