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Sur les integrales multiples de Stratonovitch
1 references·3 citing·16 second hop
Sur les integrales multiples de Stratonovitch (1988)Sur les integrales multiples de Stratonov…Flots et series de Taylor stochastiques (1989)Flots et series de Taylor sto…On a class of stochastic partial differential equations (2016)On a class of stochastic part…Wick calculus for nonlinear Gaussian functionals (2009)Wick calculus for nonlinear G…Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model (2009)Donsker Type Theorem for the …An introduction to stochastic partial differential equations (2006)The Malliavin Calculus and Related Topics (2006)A Concise Course on Stochastic Partial Differential Equations (2007)Stochastic Partial Differential Equations: A Modeling, White Noise Functional Approach. (1997)Stochastic Calculus for Fractional Brownian Motion I. Theory (2000)Some Recent Progress on Stochastic Heat Equations (2019)Stochastic partial differential equations (2020)Liens entre équations différentielles stochastiques et ordinaires (1977)On the Gap Between Deterministic and Stochastic Ordinary Differential Equations (1978)The algebra of iterated stochastic integrals (1994)n-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes (2003)Approximation of Expectation of Diffusion Process and Mathematical Finance (2018)Long-Term Memory in Stock Market Prices (1991)The variation of certain speculative prices (1997)Drift parameter estimation in fractional diffusions driven by perturbed random walks (2010)Maximum-likelihood estimators and random walks in long memory models (2010)
this work references cited by second hop

References

  • 1989Flots et series de Taylor stochastiques120 cited

Cited by

  • 2009Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model38 cited
  • 2009Wick calculus for nonlinear Gaussian functionals34 cited
  • 2016On a class of stochastic partial differential equations27 cited

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