Forward integration, convergence and non-adapted pointwise multipliers (Q5247187): Difference between revisions

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+Regularity properties of the evolution operator for abstract linear parabolic equations
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+A general stochastic calculus approach to insider trading
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+Itô's formula in UMD Banach spaces and regularity of solutions of the Zakai equation
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+Linear Skorohod stochastic differential equations
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+On stochastic calculus related to financial assets without semimartingales
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+Vector-valued stochastic delay equations -- a semigroup approach
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+Pathwise Hölder convergence of the implicit-linear Euler scheme for semi-linear SPDEs with multiplicative noise
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+Hitchhiker's guide to the fractional Sobolev spaces
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+MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSES
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+Optimal portfolio for an insider in a market driven by Lévy processes§
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+Information: price and impact on general welfare and optimal investment. an anticipative stochastic differential game model
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+\(R\)-boundedness of smooth operator-valued functions
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+Nonlinear fractional stochastic PDEs and BDSDEs with Hurst parameter in (1/2,1)
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+Wiener integrals, Malliavin calculus and covariance measure structure
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+Approximating the coefficients in semilinear stochastic partial differential equations
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+Stochastic evolution equations with random generators
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+A clark-ocone formula in UMD Banach spaces
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+The Clark-Ocone formula for vector valued Wiener functionals
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+Stochastic integration in UMD Banach spaces
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+Stochastic evolution equations in UMD Banach spaces
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+Exact rate of convergence of some approximation schemes associated to SDEs driven by a fractional Brownian motion
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+The Malliavin Calculus and Related Topics
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+Stochastic calculus with anticipating integrands
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+On existence of progressively measurable modifications
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+A new approach to stochastic evolution equations with adapted drift
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+Tools for Malliavin calculus in UMD Banach spaces
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+Some parabolic PDEs whose drift is an irregular random noise in space
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+Forward, backward and symmetric stochastic integration
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+The generalized covariation process and Itô formula
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+Analysis of the Rosenblatt process
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