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Generalized Ito's formula and additive functionals of Brownian motion
1 references·2 citing·10 second hop
Generalized Ito's formula and additive functionals of Brownian motion (1977)Generalized Ito's formula and additive fu…Stochastic Differential Equations (1972)Stochastic Differential Equat…Local Time-Space Calculus and Extensions of Itô’s Formula (2004)Local Time-Space Calculus and…Généralisation d'un lemme de s. nakao et applications (1988)Généralisation d'un lemme de …Brownian motion and stochastic calculus (1991)Continuous Martingales and Brownian Motion (1999)Brownian Motion and Stochastic Calculus (2007)On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations (1972)Semimartingales and Markov processes (1980)One-dimensional stochastic differential equations involving a singular increasing process (1984)ON ONE-DIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING THE MAXIMUM PROCESS (2009)Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach (2002)Rational Momentum Effects (2002)The Statistical and Economic Role of Jumps in Continuous‐Time Interest Rate Models (2004)
this work references cited by second hop

References

  • 1972Stochastic Differential Equations977 cited

Cited by

  • 2004Local Time-Space Calculus and Extensions of Itô’s Formula26 cited
  • 1988Généralisation d'un lemme de s. nakao et applications24 cited

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