Stochastic and multiple Wiener integrals for Gaussian processes

Cited In (34)

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Continuity with respect to the Hurst parameter of the laws of the multiple fractional integrals
Convergence in law to the multiple fractional integral.
Martingale transforms and Girsanov theorem for long-memory Gaussian processes
Multiple fractional integral with Hurst parameter less than \(\frac {1}{2}\)
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New method for optimal nonlinear filtering of noisy observations by multiple stochastic fractional integral expansions
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Stochastic analysis of Gaussian processes via Fredholm representation
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On moment estimates and continuity for solutions of SDEs driven by fractional Brownian motions under non-Lipschitz conditions
Averaging dynamics driven by fractional Brownian motion
Inequalities for the \(\mathbb L^p\) norms of integrals with respect to a fractional Brownian motion
On the representation of nonlinear systems with gaussian inputst^†
On moment estimates for solutions of mixed SDEs under non-Lipschitz condition
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Almost periodic and periodic solutions of differential equations driven by the fractional Brownian motion with statistical application

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