References

• 1988Stochastic calculus with anticipating integrands496 cited
• 1981Calcul d'ito sans probabilites247 cited
• 1976On a Generalization of a Stochastic Integral217 cited
• 1980Derivatives of Wiener functionals and absolute continuity of induced measures178 cited
• 1986Generalized stochastic integrals and the malliavin calculus156 cited
• 1984Malliavin's calculus and stochastic integral representations of functional of diffusion processes†153 cited
• 1974On nonlinear transformations of Gaussian measures133 cited
• 1988Generalized multiple stochastic integrals and the representation of wiener functionals57 cited
• 1978Differentiation formulas for stochastic integrals in the plane55 cited
• 1987Representation of the distributions on Wiener space and stochastic calculus of variations48 cited
• 1982An Extension of the Stochastic Integral37 cited
• 1984Quelques propriétés de l’intégrale stochastique du type noncausal36 cited
• 1985L^ -theory of noncausal stochastic integrals25 cited
• 1988The Itô formula for anticipative processes with nonmonotonous time scale via the Malliavin Calculus20 cited

Cited by

No citing works inside the corpus for this window.