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Quelques propriétés de l’intégrale stochastique du type noncausal
0 references·7 citing·16 second hop
Quelques propriétés de l’intégrale stochastique du type noncausal (1984)Quelques propriétés de l’intégrale stocha…A Fourier analytic approach to pathwise stochastic integration (2016)A Fourier analytic approach t…Nonclausal stochastic integrals and calculus (2006)Nonclausal stochastic integra…On generalized multiple stochastic integrals and multiparameter anticipative calculus (1990)On generalized multiple stoch…On the Relation Between the Stratonovich and Ogawa Integrals (1989)On the Relation Between the S…Stochastic calculus with anticipating integrands (1988)Stochastic calculus with anti…The stochastic integral of noncausal type as an extension of the symmetric integrals (1985)The stochastic integral of no…Une remarque sur l'approximation de l'intégrale stochastique du type noncausal par une suite des intégrales de Stieltjes (1984)Une remarque sur l'approximat…Multiple Wiener Integral (1951)Stochastic calculus of variations and hypoelliptic operators (1978)Stochastic calculus of variation and hypoelliptic operators (1978)Stochastic Differential Equations and Diffusion Processes (1983)Backward Stochastic Differential Equations in Finance (1997)Integration with respect to fractal functions and stochastic calculus. I (1998)Backward stochastic differential equations and quasilinear parabolic partial differential equations (2005)Generalized stochastic integrals and the malliavin calculus (1986)Multiple Wiener-Ito integrals possessing a continuous extension (1990)Stochastic integration, trace and the skeleton of wiener functionals (1990)On a Generalization of a Stochastic Integral (1976)Calcul d'ito sans probabilites (1981)Differential equations driven by rough signals (1998)Controlling rough paths (2004)Multidimensional Stochastic Processes as Rough Paths (2010)Forward, backward and symmetric stochastic integration (1993)
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  • 1988Stochastic calculus with anticipating integrands496 cited
  • 1989On the Relation Between the Stratonovich and Ogawa Integrals32 cited
  • 1985The stochastic integral of noncausal type as an extension of the symmetric integrals31 cited
  • 2006Nonclausal stochastic integrals and calculus26 cited
  • 2016A Fourier analytic approach to pathwise stochastic integration22 cited
  • 1984Une remarque sur l'approximation de l'intégrale stochastique du type noncausal par une suite des intégrales de Stieltjes20 cited
  • 1990On generalized multiple stochastic integrals and multiparameter anticipative calculus16 cited

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