On integration by parts formula and characterization of fractional Ornstein-Uhlenbeck process (Q900945): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.spl.2015.08.023 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1214137607 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Differential calculus on path and loop spaces. II: Irreducibility of Dirichlet forms on loop spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations and the Malliavin calculus / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic analysis of the fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Cameron-Martin type quasi-invariance theorem for Brownian motion on a compact Riemannian manifold / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Cameron-Martin Type Quasi-Invariance Theorem for Pinned Brownian Motion on a Compact Riemannian Manifold / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Calculus for Fractional Brownian Motion I. Theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pinned Brownian motion and its perturbations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic analysis on the path space of a Riemannian manifold. I: Markovian stochastic calculus / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quasi-invariance of the Wiener measure on the path space over a compact Riemannian manifold / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integration by parts in loop spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fractional martingales and characterization of the fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic and multiple Wiener integrals for Gaussian processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On fractional Ornstein-Uhlenbeck processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5776300 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fractional Brownian Motions, Fractional Noises and Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: An extension of the Lévy characterization to fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Differential equations driven by fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Stein's method for infinite-dimensional Gaussian approximation in abstract Wiener spaces / rank
 
Normal rank

Latest revision as of 05:41, 11 July 2024

scientific article
Language Label Description Also known as
English
On integration by parts formula and characterization of fractional Ornstein-Uhlenbeck process
scientific article

    Statements

    On integration by parts formula and characterization of fractional Ornstein-Uhlenbeck process (English)
    0 references
    0 references
    0 references
    23 December 2015
    0 references
    fractional Ornstein-Uhlenbeck process
    0 references
    pull-back formula
    0 references
    integration-by-parts formula
    0 references
    characterization
    0 references

    Identifiers