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White noise approach to stochastic integration
7 references·4 citing·24 second hop
White noise approach to stochastic integration (1988)White noise approach to stochastic integr…Ito formula for generalized Brownian functionals (2006)Ito formula for generalized B…Extension of Stochastic Integrals (1987)Extension of Stochastic Integ…Brownian functionals and applications (1983)Brownian functionals and appl…An Extension of the Stochastic Integral (1982)An Extension of the Stochasti…Calculus on Gaussian white noise, II (1980)Calculus on Gaussian white no…On a Generalization of a Stochastic Integral (1976)On a Generalization of a Stoc…Multiple Wiener Integral (1951)Multiple Wiener IntegralNonclausal stochastic integrals and calculus (2006)Nonclausal stochastic integra…Itô's lemma without non-anticipatory conditions (1991)Itô's lemma without non-antic…On stochastic integration by series of Wiener integrals (1989)On stochastic integration by …A Note on Paley-Wiener-Zygmund Stochastic Integrals (1988)A Note on Paley-Wiener-Zygmun…Stochastic calculus of variations and hypoelliptic operators (1978)Stochastic calculus with anticipating integrands (1988)On Square Integrable Martingales (1967)Time Reversal on Levy Processes (1988)Harnesses, Lévy bridges and Monsieur Jourdain (2004)MINIMAL VARIANCE HEDGING FOR INSIDER TRADING (2006)Analysis of Brownian functionals (1976)Ito’s formula and Levy’s Laplacian (1987)A guide to the stochastic calculus of variations (2006)Stochastic calculus for convoluted Lévy processes (2008)Stochastic Differential Equations and Diffusion Processes (1983)Stochastic Differential Equations: Theory and Applications. (1976)Stochastic Differential Equations: Theory and Applications (2007)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)Brownian Motion (1980)Convergence of integrated processes of arbitrary Hermite rank (1979)Integration with respect to fractal functions and stochastic calculus. I (1998)Stochastic Calculus for Fractional Brownian Motion I. Theory (2000)The Stochastic Volterra Equation (1993)An Extension of Itô's Formula for Anticipating Processes (1998)Volterra equations with fractional stochastic integrals (2004)
this work references cited by second hop

References

  • 1951Multiple Wiener Integral699 cited
  • 1976On a Generalization of a Stochastic Integral217 cited
  • 1987Extension of Stochastic Integrals66 cited
  • 1980Calculus on Gaussian white noise, II55 cited
  • 1983Brownian functionals and applications46 cited
  • 2006Ito formula for generalized Brownian functionals42 cited
  • 1982An Extension of the Stochastic Integral37 cited

Cited by

  • 1988A Note on Paley-Wiener-Zygmund Stochastic Integrals33 cited
  • 2006Nonclausal stochastic integrals and calculus26 cited
  • 1989On stochastic integration by series of Wiener integrals25 cited
  • 1991Itô's lemma without non-anticipatory conditions25 cited

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