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Stochastic Analysis of Gaussian Processes via Fredholm Representation
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References

  • 2008Stochastic Calculus for Fractional Brownian Motion and Applications1,065 cited
  • 2008Stochastic Calculus for Fractional Brownian Motion and Related Processes922 cited
  • 1951Multiple Wiener Integral699 cited
  • 2001Stochastic Calculus with Respect to Gaussian Processes536 cited
  • 2001Are Classes of Deterministic Integrands for Fractional Brownian Motion on an Interval Complete?134 cited
  • 2005Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter H∈(0,12)133 cited
  • 2009Stein’s method and exact Berry–Esseen asymptotics for functionals of Gaussian fields96 cited
  • 1978Stochastic and Multiple Wiener Integrals for Gaussian Processes81 cited
  • 2007Wiener integrals, Malliavin calculus and covariance measure structure74 cited
  • 2003Equivalence of Volterra processes65 cited
  • 2004Skorohod integration and stochastic calculus beyond the fractional Brownian scale50 cited
  • 1999Multiple fractional integrals39 cited
  • 2014Generalized Gaussian bridges35 cited
  • 1999Chaos decomposition of multiple fractional integrals and applications31 cited
  • 2017Parameter estimation for the Langevin equation with stationary-increment Gaussian noise

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