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Donsker's delta function as a generalized Brownian functional and its application
3 references·2 citing·12 second hop
Donsker's delta function as a generalized Brownian functional and its application (2006)Donsker's delta function as a generalized…Brownian Motion (1980)Brownian MotionGeneralized multiple Wiener integrals (1978)Generalized multiple Wiener i…Analysis of Brownian functionals (1976)Analysis of Brownian function…Analysis on Wiener Space and Applications (2010)Analysis on Wiener Space and …Generalized solution of some parabolic equations with a random drift (1989)Generalized solution of some …Stochastic calculus of variations and hypoelliptic operators (1978)Derivatives of Wiener functionals and absolute continuity of induced measures (1980)Lectures on Stochastic Differential Equations and Malliavin Calculus (1984)Stochastic Differential Equations and Diffusion Processes (1981)Stochastic Differential Equations and Diffusion Processes (1983)Multiple Wiener Integral (1951)Brownian functionals and applications (1983)Generalized Brownian functionals and the solution to a stochastic partial differential equation (1989)Differentiable measures and the Malliavin calculus (1997)Bootstrap Unit Root Tests (2003)A Delayed Black and Scholes Formula (2007)Fractal Time Series—A Tutorial Review (2009)
this work references cited by second hop

References

  • 1980Brownian Motion457 cited
  • 1976Analysis of Brownian functionals229 cited
  • 1978Generalized multiple Wiener integrals34 cited

Cited by

  • 2010Analysis on Wiener Space and Applications31 cited
  • 1989Generalized solution of some parabolic equations with a random drift23 cited

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