An extension of the divergence operator for Gaussian processes (Q2485837): Difference between revisions

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-Jorge A. Leon
@@ Property / author: Jorge A. Leon / rank @@
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+Jorge A. Leon
@@ Property / author: Jorge A. Leon / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spa.2004.09.008
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@@ Property / OpenAlex ID @@
+W2080212299
@@ Property / OpenAlex ID: W2080212299 / rank @@
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@@ Property / cites work @@
+Stochastic Stratonovich calculus fBm for fractional Brownian motion with Hurst parameter less than \(1/2\)
+Normal rank
@@ Property / cites work @@
+Stochastic calculus with respect to fractional Brownian motion with Hurst parameter lesser than 1/2
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@@ Property / cites work @@
+Stochastic calculus with respect to Gaussian processes
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@@ Property / cites work @@
+Stochastic integration with respect to the fractional Brownian motion
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@@ Property / cites work @@
+An Itô formula for generalized functionals of a fractional Brownian motion with arbitrary Hurst parameter.
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@@ Property / cites work @@
+An introduction to white–noise theory and Malliavin calculus for fractional Brownian motion
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@@ Property / cites work @@
+Stochastic integration with respect to fractional Brownian motion
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@@ Property / cites work @@
+Stochastic integral of divergence type with respect to fractional Brownian motion with Hurst parameter \(H \in (0,\frac {1}{2})\)
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@@ Property / cites work @@
+Stochastic analysis, rough path analysis and fractional Brownian motions.
+Normal rank
@@ Property / cites work @@
+Stochastic analysis of the fractional Brownian motion
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@@ Property / cites work @@
+Stochastic Calculus for Fractional Brownian Motion I. Theory
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@@ Property / cites work @@
+Differential equations driven by rough signals
@@ Property / cites work: Differential equations driven by rough signals / rank @@
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@@ Property / cites work @@
+Q4842684
@@ Property / cites work: Q4842684 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4811448
@@ Property / cites work: Q4811448 / rank @@
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@@ Property / cites work @@
+Are classes of deterministic integrands for fractional Brownian motion on an interval complete?
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@@ Property / cites work @@
+Q5653193
@@ Property / cites work: Q5653193 / rank @@
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@@ Property / cites work @@
+Q3141895
@@ Property / cites work: Q3141895 / rank @@
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@@ Property / cites work @@
+An inequality of the Hölder type, connected with Stieltjes integration
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@@ Property / cites work @@
+Integration with respect to fractal functions and stochastic calculus. I
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@@ links / mardi / name / links / mardi / name @@
+Publication:2485837