From an Itô type calculus for Gaussian processes to integrals of log-normal processes increasing in the convex order

Cites Work

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The stopping distributions of a Markov process
Gaussian Hilbert Spaces
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Generalized sweeping-out and probability
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Cited In (4)

Peacocks Obtained by Normalisation: Strong and Very Strong Peacocks
Applying Itō's motto: ``Look at the infinite dimensional picture by constructing sheets to obtain processes increasing in the convex order
White noise-based stochastic calculus with respect to multifractional Brownian motion
IDT processes and associated Lévy processes with explicit constructions

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