References

• 1995The Malliavin Calculus and Related Topics1,545 cited
• 1991Weak Limit Theorems for Stochastic Integrals and Stochastic Differential Equations546 cited
• 2007Differential Equations Driven by Rough Paths381 cited
• 1993Forward, backward and symmetric stochastic integration318 cited
• 2007Central limit theorems for multiple stochastic integrals and Malliavin calculus221 cited
• 1995The generalized covariation process and Ito formula136 cited
• 2005Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter H∈(0,12)133 cited
• 2008A decomposition of the bifractional Brownian motion and some applications119 cited
• 2004m-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index101 cited
• 2003Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index ${H \ge \frac{1}{4}}$69 cited
• 2009Asymptotic behavior of weighted quadratic variations of fractional Brownian motion: The critical case H=1/464 cited
• 2007Variations of the solution to a stochastic heat equation55 cited

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