On a Generalization of a Stochastic Integral

Cited in

(87)

Second order Poincaré inequalities and CLTs on Wiener space
Generalized stochastic integrals and the Malliavin calculus
A two-sided stochastic integral and its calculus
Stochastic calculus with anticipating integrands
The Itô formula for anticipative processes with nonmonotonous time scale via the Malliavin calculus
A generalization of Itô's lemma
White noise approach to stochastic integration
On the class of universally integrable random functions
Khinchin's inequality for k-fold products of independent random variables
Stochastic anticipative calculus on the path space over a compact Riemannian manifold
L'intégrale stochastique comme opérateur de divergence dans l'espace fonctionnel
The Skorohod integral and the derivative operator of functionals of a cylindrical Brownian motion
Sobolev derivatives and Itô decomposition formula for Gaussian processes using properties of their RKHSs
Continuity of the occupation density for anticipating stochastic integral processes
Differentiable measures and the Malliavin calculus
Stochastic evolution equations with random generators
Linear stochastic differential equations and Wick products
Skorohod integral of a product of two stochastic processes
Finite dimensional approximation of Riemannian path space geometry.
Computation of the Delta of European options under stochastic volatility models
Maximum principle for the Laplacian with respect to a measure in a domain of the Hilbert space
Laplace transform identities and measure-preserving transformations on the Lie-Wiener-Poisson spaces
The Riemann approach to stochastic integration using non-uniform meshes
Quantum stochastic calculus with maximal operator domains.
Tanaka formula for the fractional Brownian motion.
Gaussian measures on linear spaces
An anticipatory Itô formula
Anticipating stochastic Volterra equations
Product of two multiple stochastic integrals with respect to a normal martingale
On the relationship between Wick calculus and stochastic integration in the Lévy white noise analysis
Derivation formulas of noncausal finite variation processes from the stochastic Fourier coefficients
Generalization of \(h\)-convex stochastic processes and some classical inequalities
On a stochastic Fourier coefficient: case of noncausal functions
Numerical solutions of stochastic PDEs driven by arbitrary type of noise
On the identification of noncausal Wiener functionals from the stochastic Fourier coefficients
A direct inversion formula for SFT
The Skorohod integral in conuclear spaces
Stochastic calculus with respect to fractional Brownian motion
Approximate solutions to anticipative stochastic differential equations
Anticipative stochastic integration based on time-space chaos
Martingale structure of Skorohod integral processes
On distribution free Skorokhod-Malliavin calculus
Identification of a noncausal Itô process from the stochastic Fourier coefficients
Advances in noise modeling for stochastic systems in optimal control
Parameter estimation for fractional Ornstein-Uhlenbeck processes with discrete observations
Stochastic processes possessing a skorohod integral representation
Stochastic integration via white noise analysis
OPTIMAL CONSUMPTION AND PORTFOLIO IN A BLACK–SCHOLES MARKET DRIVEN BY FRACTIONAL BROWNIAN MOTION
Wick calculus on spaces of regular generalized functions of Levy white noise analysis
Computation of Greeks in LIBOR models driven by time–inhomogeneous Lévy processes
A simple comparison between Skorokhod \& Russo-Vallois integration for insider trading
The Kurzweil-Henstock theory of stochastic integration.
Some linear SPDEs driven by a fractional noise with hurst index greater than 1/2
scientific article; zbMATH DE number 6973785 (Why is no real title available?)
Short communication: Chances for the honest in honest versus insider trading
Reconstruction of a noncausal function from its SFCs by Bohr convolution
On the Ogawa integrability of noncausal Wiener functionals
Continuation value computation using Malliavin calculus under general volatility stochastic process for American option pricing
Stochastic integral for non-adapted processes related to sub-fractional Brownian motion when \(H>\frac{1}{2}\)
scientific article; zbMATH DE number 7089055
Anticipating integrals and martingales on the Poisson space
On a stochastic Fourier transformation
Martingale representation for Poisson processes with applications to minimal variance hedging
Nonlinear Young integrals and differential systems in Hölder media
Representation of the distributions on Wiener space and stochastic calculus of variations
Stochastic calculus with respect to Gaussian processes
Stochastic calculus with respect to Gaussian processes
Gaussian structure in coalescing stochastic flows
Stochastic Analysis for Poisson Processes
On the stochastic differentiability of noncausal processes with respect to the process with quadratic variation
On near-martingales and a class of anticipating linear stochastic differential equations
Gaussian fluctuations of spatial averages of a system of stochastic heat equations
Numerical solutions of stochastic PDEs driven by Ornstein-Uhlenbeck noise
Stochastic integrals for nonprevisible, multiparameter processes
Malliavin calculus for the optimal estimation of the invariant density of discretely observed diffusions in intermediate regime
Multidimensional stability of planar traveling waves for stochastically perturbed reaction-diffusion systems
Ogawa integrability and a condition for convergence in the multidimensional case
Stochastic integral for non-adapted processes with respect to the Rosenblatt process
Optimal investment with insider information using Skorokhod \& Russo-Vallois integration
KPZ fluctuations in the planar stochastic heat equation
Stability of some anticipating semilinear stochastic differential equations of Skorohod type
Poisson process Fock space representation, chaos expansion and covariance inequalities
Conditional speed and shape corrections for travelling wave solutions to stochastically perturbed reaction-diffusion systems
Stability properties for the stochastic Anderson model with anticipating initial value
Three types of exact solutions to Wick-type generalized stochastic Korteweg-de Vries equation
Central limit theorems for multiple Skorokhod integrals
Parameter estimation for fractional Ornstein-Uhlenbeck processes

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