Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

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

Analysis on Wiener space and anticipating stochastic calculus

0 references·16 citing·43 second hop

FromToDepth

this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

2005Sensitivity Analysis Using Itô--Malliavin Calculus and Martingales, and Application to Stochastic Optimal Control93 cited
1998Malliavin Calculus for White Noise Driven Parabolic SPDEs92 cited
2014Simulation of BSDEs by Wiener chaos expansion71 cited
2003An Anticipating Calculus Approach to the Utility Maximization of an Insider59 cited
2002Rate of convergence of a particle method to the solution of the McKean--Vlasov equation55 cited
2002Variance Reduction Methods for Simulation of Densities on Wiener Space52 cited
2006Discretization and Simulation of the Zakai Equation49 cited
2016Intermittency for the wave and heat equations with fractional noise in time47 cited
2010Integration by parts formula and applications to equations with jumps44 cited
2004A stochastic wave equation in dimension 3: smoothness of the law43 cited
2001STOCHASTIC STRATONOVICH CALCULUS fBm FOR FRACTIONAL BROWNIAN MOTION WITH HURST PARAMETER LESS THAN 1/242 cited
2003Lower bounds for densities of uniformly elliptic random variables on Wiener space37 cited
2006A duality approach for the weak approximation of stochastic differential equations34 cited
2000Weak approximations. A Malliavin calculus approach

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

34 cited

2021Regularity and Strict Positivity of Densities for the Nonlinear Stochastic Heat Equation30 cited

2008Weak Convergence of the Euler Scheme for Stochastic Differential Delay Equations27 cited