scientific article; zbMATH DE number 4028547
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Publication:3769715
zbMATH Open0632.60061MaRDI QIDQ3769715FDOQ3769715
Authors: Daniel W. Stroock 
Publication date: 1987
Full work available at URL: http://www.numdam.org/item?id=SPS_1987__21__1_0
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Cited In (28)
- Two-sided bounds for degenerate processes with densities supported in subsets of \(\mathbb R^N\)
- Kernel representation formula: from complex to real Wiener-Itô integrals and vice versa
- Martingale representation for Poisson processes with applications to minimal variance hedging
- A high order time discretization of the solution of the non-linear filtering problem
- Brownian loops, layering fields and imaginary Gaussian multiplicative chaos
- Multiple integral representation for functionals of Dirichlet processes
- Chaos expansion of 2D parabolic Anderson model
- Chaos expansion for the solutions of stochastic differential equations
- Hoeffding decompositions for exchangeable sequences and chaotic representation of functionals of Dirichlet processes.
- The composition of Wiener functionals with non absolutely continuous shifts
- Stochastic functional linear models and Malliavin calculus
- Multiple stochastic integral expansions of arbitrary Poisson jump times functionals
- Itô's- and Tanaka's-type formulae for the stochastic heat equation: The linear case
- Some remarks about the positivity of random variables on a Gaussian probability space
- Another look into the Wong-zakai theorem for stochastic heat equation
- Malliavin calculus for marked binomial processes and applications
- Probabilistic approach to homoclinic chaos
- Anticipative stochastic integration based on time-space chaos
- Central limit theorems for sequences of multiple stochastic integrals
- New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion
- A Feynman–Kac approach for the spatial derivative of the solution to the Wick stochastic heat equation driven by time homogeneous white noise
- Diffusions, their derivatives and expansions in Wiener chaos
- A calculus on Fock space and its probabilistic interpretations
- On \(L^{2}\) modulus of continuity of Brownian local times and Riesz potentials
- Central limit theorem for functionals of a generalized self-similar Gaussian process
- Combinatorics of Poisson Stochastic Integrals with Random Integrands
- On Martingale Chaoses
- Cumulant operators for Lie-Wiener-Itô-Poisson stochastic integrals
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