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ArticleLinear stochastic differential equations and Wick products

Rainer Buckdahn1994

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Articlebronze1994

Linear stochastic differential equations and Wick products

Rainer Buckdahn · David Nualart

30 citations·0/0 files stored·Probability Theory and Related Fields

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Stochastic processes and financial applications Nonlinear Differential Equations Analysis Stochastic processes and statistical mechanics

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References

1991Dirichlet Forms and Analysis on Wiener Space 1988Stochastic calculus with anticipating integrands 1984Lectures on Stochastic Differential Equations and Malliavin Calculus 1976On a Generalization of a Stochastic Integral 1997The Tata Institute of Fundamental Research 1991Anticipative Girsanov transformations 1991Linear skorohod stochastic differential equations 1991WICK MULTIPLICATION AND ITO-SKOROHOD STOCHASTIC DIFFERENTIAL EQUATIONS

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1996Wick Approximation of Quasilinear Stochastic Differential Equations 2004Anticipative calculus for Lévy processes and stochastic differential equations*

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Details

Year1994

Typearticle

Published1994-12-01

VenueProbability Theory and Related Fields

ISSN-L0178-8051

Languageen

Citations30

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/bf01206230

openalex_workW2033834031

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