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On the Relation Between the Stratonovich and Ogawa Integrals
4 references·3 citing·20 second hop
On the Relation Between the Stratonovich and Ogawa Integrals (1989)On the Relation Between the Stratonovich …Stochastic calculus with anticipating integrands (1988)Stochastic calculus with anti…Generalized stochastic integrals and the malliavin calculus (1986)Generalized stochastic integr…Quelques propriétés de l’intégrale stochastique du type noncausal (1984)Quelques propriétés de l’inté…Stochastic Differential Equations and Diffusion Processes (1983)Stochastic Differential Equat…A Fourier analytic approach to pathwise stochastic integration (2016)A Fourier analytic approach t…Stochastic integration, trace and the skeleton of wiener functionals (1990)Stochastic integration, trace…Multiple Wiener-Ito integrals possessing a continuous extension (1990)Multiple Wiener-Ito integrals…Generalized multiple stochastic integrals and the representation of wiener functionals (1988)Forward, backward and symmetric stochastic integration (1993)Multiple Wiener Integral (1951)Stochastic calculus of variations and hypoelliptic operators (1978)Anticipative calculus for the poisson process based on the fock space (1990)Stochastic calculus of variation and hypoelliptic operators (1978)Integration with respect to fractal functions and stochastic calculus. I (1998)Backward stochastic differential equations and quasilinear parabolic partial differential equations (2005)Lectures on Stochastic Differential Equations and Malliavin Calculus (1984)The Tata Institute of Fundamental Research (1997)Convergence in law to the multiple fractional integral (2003)Multiple fractional integral with Hurst parameter less than 1 2 (2005)Differential equations driven by rough signals (1998)Controlling rough paths (2004)Multidimensional Stochastic Processes as Rough Paths (2010)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Backward Stochastic Differential Equations in Finance (1997)Controlled Markov Processes and Viscosity Solutions (2005)The stochastic integral of noncausal type as an extension of the symmetric integrals (1985)Nonclausal stochastic integrals and calculus (2006)
this work references cited by second hop

References

  • 1983Stochastic Differential Equations and Diffusion Processes3,966 cited
  • 1988Stochastic calculus with anticipating integrands496 cited
  • 1986Generalized stochastic integrals and the malliavin calculus156 cited
  • 1984Quelques propriétés de l’intégrale stochastique du type noncausal36 cited

Cited by

  • 1990Multiple Wiener-Ito integrals possessing a continuous extension24 cited
  • 2016A Fourier analytic approach to pathwise stochastic integration22 cited
  • 1990Stochastic integration, trace and the skeleton of wiener functionals18 cited

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