Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Variations of the solution to a stochastic heat equation

15 references·6 citing·36 second hop

FromToDepth

this work references cited by second hop

References

1968Fractional Brownian Motions, Fractional Noises and Applications7,658 cited
2007Brownian Motion and Stochastic Calculus7,421 cited
2006The Malliavin Calculus and Related Topics2,470 cited
1998Differential equations driven by rough signals1,077 cited
2005Central limit theorems for sequences of multiple stochastic integrals442 cited
1998Asymptotic error distributions for the Euler method for stochastic differential equations400 cited
1993Forward, backward and symmetric stochastic integration318 cited
2002Stochastic analysis, rough path analysis and fractional Brownian motions317 cited
2003Stochastic integration with respect to fractional brownian motion230 cited
2007Central limit theorems for multiple stochastic integrals and Malliavin calculus221 cited
2000Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 12150 cited
1995The generalized covariation process and Ito formula136 cited
2005Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter H∈(0,12)133 cited
2004m-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index101 cited
2003

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index ${H \ge \frac{1}{4}}$

69 cited

Cited by

2007Variations and estimators for the selfsimilarity order through Malliavin calculus93 cited
2019Volatility estimation for stochastic PDEs using high-frequency observations48 cited
2020High-frequency analysis of parabolic stochastic PDEs47 cited
2008Weighted power variations of iterated Brownian motion41 cited
2011Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes39 cited
2014Quadratic variations for the fractional-colored stochastic heat equation29 cited