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Stochastic differentials
4 references·5 citing·26 second hop
Stochastic differentials (1975)Stochastic differentialsIntégrales stochastiques I (2006)Intégrales stochastiques IOn Square Integrable Martingales (1967)On Square Integrable Martinga…Quasi-Martingales (1965)Quasi-MartingalesOn the relation between ordinary and stochastic differential equations (1965)On the relation between ordin…On the Equivalence of Probability Spaces (2016)On the Equivalence of Probabi…Itô’s Stochastic Calculus and Probability Theory (1996)Itô’s Stochastic Calculus and…A differential geometric formalism for the ito calculus (1981)A differential geometric form…On the representation of solutions of stochastic differential equations (1980)On the representation of solu…A Class of Approximations of Brownian Motion (1977)A Class of Approximations of …Multiple Wiener Integral (1951)On a Formula Concerning Stochastic Differentials (1951)DIFFUSION PROCESSES AND THEIR SAMPLE PATHS (1967)On the Convergence of Ordinary Integrals to Stochastic Integrals (1965)Riemann-Stieltjes approximations of stochastic integrals (1969)Stochastic Differential Equations and Models of Random Processes (1972)Brownian motion and stochastic calculus (2017)Liens entre équations différentielles stochastiques et ordinaires (1977)On the Gap Between Deterministic and Stochastic Ordinary Differential Equations (1978)Support theorem for jump processes (2000)Continuous Martingales and Brownian Motion (1991)Continuous Martingales and Brownian Motion (1999)Information-Theoretic Regret Bounds for Gaussian Process Optimization in the Bandit Setting (2012)A decomposition theorem for supermartingales (1962)Martingale Integrals (1968)Representation of Martingales, Quadratic Variation and Applications (1971)Information structure and equilibrium asset prices (1985)Stochastic integrals in the plane (1975)IMPLEMENTING ARROW-DEBREU EQUILIBRIA BY CONTINUOUS TRADING OF FEW LONG-LIVED SECURITIES (2005)Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis and Computation (2007)Stochastic analysis, rough path analysis and fractional Brownian motions (2002)Approaching complexity by stochastic methods: From biological systems to turbulence (2011)A Wong-Zakai theorem for stochastic PDEs (2015)Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales (1976)Representation of Semimartingale Markov Processes in Terms of Wiener Processes and Poisson Random Measures (1981)Intégrales Stochastiques par Rapport aux Martingales Locales (2002)
this work references cited by second hop

References

  • 1965On the relation between ordinary and stochastic differential equations697 cited
  • 1967On Square Integrable Martingales617 cited
  • 2006Intégrales stochastiques I101 cited
  • 1965Quasi-Martingales90 cited

Cited by

  • 1977A Class of Approximations of Brownian Motion60 cited
  • 1980On the representation of solutions of stochastic differential equations54 cited
  • 1981A differential geometric formalism for the ito calculus36 cited
  • 2016On the Equivalence of Probability Spaces28 cited
  • 1996Itô’s Stochastic Calculus and Probability Theory28 cited

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