scientific article; zbMATH DE number 780882

MaRDI QIDQ4840801zbMATH OpenFDO

Authors Francesco Russo, Pierre Vallois

Publication date 1 August 1995

zbMATH Keywords

cadlag processeschaos expansion of the Wiener distributionsemimartingales with non-adapted initial data

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(6)

• Weak Dirichlet processes with jumps
• The generalized covariation process and Itô formula
• The covariation for Banach space valued processes and applications
• Infinite dimensional weak Dirichlet processes and convolution type processes
• Itô-Föllmer calculus in Banach spaces. I: The Itô formula
• Rough paths and regularization

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