Stochastic integration via white noise analysis
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Publication:4378463
DOI10.1016/S0362-546X(96)00221-0zbMATH Open0899.60057MaRDI QIDQ4378463FDOQ4378463
Authors: Hui-Hsiung Kuo
Publication date: 17 August 1998
Published in: Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)
Recommendations
Generalized stochastic processes (60G20) Random operators and equations (aspects of stochastic analysis) (60H25)
Cites Work
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Cited In (11)
- Stochastic integrals for nonprevisible, multiparameter processes
- White noise approach to multiparameter stochastic integration
- White Noise Approach to stochastic integration
- White noise approach to stochastic integration
- THE ITÔ TABLE OF THE SQUARE OF WHITE NOISE
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- Title not available (Why is that?)
- White noise methods for stochastic integration
- White noise stochastic integration
- Title not available (Why is that?)
- On stochastic integration for volatility modulated Brownian-driven Volterra processes via white noise analysis
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