scientific article; zbMATH DE number 898371

zbMATH Open0877.60035MaRDI QIDQ4884151FDOQ4884151

Authors: Víctor Pérez-Abreu, A. S. Üstünel, Christian Houdré 

Publication date: 15 August 1996

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Wiener processrandom measuresOrnstein-Uhlenbeck operatortail inequalitiesstochastic calculuslarge deviations principlesmultiple Stratonovich integralmultiple Wiener-Itô integralsstochastic integrals of anticipating stochastic processes

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic integrals (60H05)

Cited In (18)

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• Wiener chaos: Moments, cumulants and diagrams. A survey with computer implementation
• Multiple stochastic integrals constructed by special expansions of products of the integrating stochastic processes
• The homogeneous chaos from the standpoint of vector measures
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• Complex Wiener-Itô chaos decomposition revisited
• On the fourth moment theorem for complex multiple Wiener–Itô integrals
• Stochastic functional linear models and Malliavin calculus
• Valuation of boundary-linked assets by stochastic boundary value problems solved with a wavelet-collocation algorithm
• On the convergence to the multiple Wiener-Itô integral
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• On the moments of a multiple wiener-ito integral and the space induced by the polynomials of the integral
• Multiple Wiener-Itô integrals. With applications to limit theorems
• Exponential integrability and application to stochastic quantization
• Multiple Wiener-Itô integral expansions for level-crossing-count functionals
• Multiple Wiener-Ito integrals possessing a continuous extension
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