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- de/entity/Q2963777 2017-02-21 Paper A “direct” method to prove the generalized Itô–Venttsel’ formula for a generalized stochastic differential equation 2017-02-09 Paper...10 bytes (18 words) - 19:55, 13 December 2023
- Publication Date of Publication Type A Generalized Itô-Ventzell Formula to Derive Forward Utility Models in a Jump Market 2013-08-27 Paper...10 bytes (16 words) - 11:02, 7 October 2023
- boundaries 1992-06-28 Paper An extension of clark' formula 1992-06-27 Paper A generalized clark representation formula, with application to optimal portfolios 1991-01-01...10 bytes (19 words) - 13:04, 12 December 2023
- certain semimartingales 2005-03-08 Paper Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst...10 bytes (16 words) - 09:44, 9 December 2023
- Quadratic variation of functionals of Brownian motion 1977-01-01 Paper Generalized Ito's formula and additive functionals of Brownian motion 1977-01-01 Paper Quadratic...10 bytes (18 words) - 12:11, 6 October 2023
- Publication Date of Publication Type A Generalized Itô-Ventzell Formula to Derive Forward Utility Models in a Jump Market 2013-08-27 Paper Modeling the...10 bytes (17 words) - 09:51, 12 December 2023
- de/entity/Q4896000 1996-12-16 Paper The generalized covariation process and Itô formula 1996-06-30 Paper Ito formula for \(C^ 1\)-functions of semimartingales...10 bytes (16 words) - 00:13, 9 December 2023
- Partial Information and Complete Information 2014-11-12 Paper A Generalized Itô-Ventzell Formula to Derive Forward Utility Models in a Jump Market 2013-08-27...10 bytes (16 words) - 12:37, 24 September 2023
- Borel-Cantelli lemma and its generalization 2009-11-25 Paper A generalized Itô's formula in two-dimensions and stochastic Lebesgue-Stieltjes integrals 2009-11-20...10 bytes (16 words) - 11:59, 7 October 2023
- differential equations with boundary conditions 1989-01-01 Paper A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential...10 bytes (17 words) - 09:58, 8 December 2023
- SOLUTIONS OF STOCHASTIC BURGERS' EQUATIONS 2010-02-10 Paper A generalized Itô's formula in two-dimensions and stochastic Lebesgue-Stieltjes integrals 2009-11-20...10 bytes (16 words) - 14:37, 6 October 2023
- robust Zakaï equation 1996-08-01 Paper The generalized covariation process and Itô formula 1996-06-30 Paper Ito formula for \(C^ 1\)-functions of semimartingales...10 bytes (17 words) - 22:27, 24 September 2023
- logarithmic Sobolev and transport inequalities 2015-04-02 Paper An Itô type formula for the fractional Brownian motion in Brownian time 2015-02-03 Paper...10 bytes (16 words) - 13:31, 28 January 2024
- stochastic Schrödinger-Belavkin equation 2019-12-20 Paper Itô method for proving the Feynman-Kac formula for the Euclidean analog of the stochastic Schrödinger...10 bytes (18 words) - 18:54, 12 December 2023
- simulation of generalized multivariate Hawkes processes 2023-02-17 Paper Semimartingales and shrinkage of filtration 2021-11-04 Paper A convolution formula for the...10 bytes (17 words) - 01:34, 10 December 2023
- for SDEs Satisfying a Commutativity Condition 2024-03-05 Paper Itô-Wentzell-Lions formula for measure dependent random fields under full and conditional...10 bytes (18 words) - 07:29, 12 December 2023
- Paper Identification of a noncausal Itô process from the stochastic Fourier coefficients 2014-02-13 Paper Generalized positive continuous additive functionals...10 bytes (16 words) - 18:29, 9 December 2023
- 2008-03-31 Paper An Itô Formula of Generalized Functionals and Local Time for Fractional Brownian Sheet 2007-02-15 Paper An Itô formula for a fractional Brownian...10 bytes (17 words) - 15:58, 8 December 2023
- inequality and the \(W\)-entropy formula on complete Riemannian manifolds 2016-03-03 Paper The \(W\)-entropy formula for the Witten Laplacian on manifolds...10 bytes (18 words) - 15:45, 9 December 2023
- Malliavin calculus and covariance measure structure 2007-08-20 Paper Itô formula for the two-parameter fractional Brownian motion using the extended divergence...10 bytes (19 words) - 17:45, 11 December 2023
