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Multiple Wiener-Ito integrals possessing a continuous extension
4 references·3 citing·20 second hop
Multiple Wiener-Ito integrals possessing a continuous extension (1990)Multiple Wiener-Ito integrals possessing …The Tata Institute of Fundamental Research (1997)The Tata Institute of Fundame…On the Relation Between the Stratonovich and Ogawa Integrals (1989)On the Relation Between the S…Generalized multiple stochastic integrals and the representation of wiener functionals (1988)Generalized multiple stochast…Lectures on Stochastic Differential Equations and Malliavin Calculus (1984)Lectures on Stochastic Differ…Multiple fractional integral with Hurst parameter less than 1 2 (2005)Multiple fractional integral …Convergence in law to the multiple fractional integral (2003)Convergence in law to the mul…Stochastic integration, trace and the skeleton of wiener functionals (1990)Stochastic integration, trace…Multiple Wiener Integral (1951)Stochastic calculus of variations and hypoelliptic operators (1978)Stochastic Differential Equations and Diffusion Processes (1983)On Independence and Conditioning On Wiener Space (1989)Differentiable measures and the Malliavin calculus (1997)Weighted Stochastic Sobolev Spaces and Bilinear SPDEs Driven by Space–Time White Noise (1997)Generalized stochastic integrals and the malliavin calculus (1986)Stochastic calculus with anticipating integrands (1988)Forward, backward and symmetric stochastic integration (1993)Fractional Brownian Motions, Fractional Noises and Applications (1968)Stochastic Analysis of the Fractional Brownian Motion (1999)Stochastic Calculus with Respect to Gaussian Processes (2001)Approximation in law to the $d$-parameter fractional Brownian sheet based on the functional invariance principle (2005)Stochastic Calculus for Fractional Brownian Motion I. Theory (2000)Asymptotic expansions of maximum likelihood estimators for small diffusions via the theory of Malliavin-Watanabe (1992)Fractional order Sobolev spaces on Wiener space (1993)A Fourier analytic approach to pathwise stochastic integration (2016)On bifractional Brownian motion (2005)Stochastic heat equation driven by fractional noise and local time (2008)Functional Itô calculus and stochastic integral representation of martingales (2013)
this work references cited by second hop

References

  • 1984Lectures on Stochastic Differential Equations and Malliavin Calculus271 cited
  • 1997The Tata Institute of Fundamental Research99 cited
  • 1988Generalized multiple stochastic integrals and the representation of wiener functionals57 cited
  • 1989On the Relation Between the Stratonovich and Ogawa Integrals32 cited

Cited by

  • 2005Multiple fractional integral with Hurst parameter less than 1 223 cited
  • 2003Convergence in law to the multiple fractional integral18 cited
  • 1990Stochastic integration, trace and the skeleton of wiener functionals18 cited

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