scientific article; zbMATH DE number 3617292
From MaRDI portal
Publication:4181047
Cited in
(20)- On the Ito formula of noncausal type
- Generalized stochastic integrals and the Malliavin calculus
- Some aspects of strong inversion formulas of an SFT
- A BPE model for the Burgers equation
- Mean value theorems for the noncausal stochastic integral
- Derivation formulas of noncausal finite variation processes from the stochastic Fourier coefficients
- On a stochastic Fourier coefficient: case of noncausal functions
- A Lagrangian scheme for numerical evaluation of the noncausal stochastic integral
- On the identification of noncausal Wiener functionals from the stochastic Fourier coefficients
- A direct inversion formula for SFT
- BPE and a noncausal Girsanov's theorem
- Reconstruction of a noncausal function from its SFCs by Bohr convolution
- On the Ogawa integrability of noncausal Wiener functionals
- Quelques propriétés de l’intégrale stochastique du type noncausal
- Quelques propriétés de l’intégrale stochastique du type noncausal
- Noncausal calculus approach to Wong-Zakai's theorem on the approximation of SDE by physically realizable model
- On the stochastic differentiability of noncausal processes with respect to the process with quadratic variation
- Ogawa integrability and a condition for convergence in the multidimensional case
- Noncausal calculus approach to the comparison theorem for solutions of SDEs
- Une remarque sur l'approximation de l'integrale stochastique du type noncausal par une suite des integrales de Stieltjes
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4181047)
