Pages that link to "Item:Q1903608"

The following pages link to Quadratic covariation and an extension of Itô's formula (Q1903608):

Displaying 49 items.

• The quadratic variation for mixed-fractional Brownian motion (Q347449) (← links)
• On time-dependent functionals of diffusions corresponding to divergence form operators (Q354753) (← links)
• Quadratic covariation estimates in non-smooth stochastic calculus (Q468746) (← links)
• Integration with respect to the \(G\)-Brownian local time (Q482726) (← links)
• Temporal variation for fractional heat equations with additive white noise (Q737138) (← links)
• Nonlinear stochastic partial differential equations with singular diffusivity and gradient Stratonovich noise (Q738908) (← links)
• A central bank strategy for defending a currency peg (Q826751) (← links)
• Integration with respect to local time and Itô's formula for smooth nondegenerate martingales (Q845062) (← links)
• Nonsemimartingales: stochastic differential equations and weak Dirichlet processes (Q879256) (← links)
• A Dirichlet process characterization of a class of reflected diffusions (Q984443) (← links)
• Integration with respect to fractional local time with Hurst index \(1/2 < \text H < 1\) (Q1014000) (← links)
• An extension of Itô's formula for elliptic diffusion processes (Q1275936) (← links)
• Semimartingale integral representation (Q1356375) (← links)
• Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\). (Q1433879) (← links)
• Backward problems for stochastic differential equations on the Sierpinski gasket (Q1615895) (← links)
• On arbitrage and Markovian short rates in fractional bond markets (Q1767760) (← links)
• Stochastic bifurcation models (Q1807201) (← links)
• Generalized integration and stochastic ODEs (Q1872259) (← links)
• Generalization of Itô's formula for smooth nondegenerate martingales. (Q1879509) (← links)
• Optimal stopping under ambiguity in continuous time (Q1938957) (← links)
• Online drift estimation for jump-diffusion processes (Q1983620) (← links)
• On Chernoff's test for a fractional Brownian motion (Q2001264) (← links)
• Quadratic covariations for the solution to a stochastic heat equation with space-time white noise (Q2078450) (← links)
• On local times of Ornstein-Uhlenbeck processes (Q2080150) (← links)
• Stratonovich stochastic differential equation with irregular coefficients: Girsanov's example revisited (Q2295037) (← links)
• Itô's formula for finite variation Lévy processes: the case of non-smooth functions (Q2352884) (← links)
• A central limit theorem for the realised covariation of a bivariate Brownian semistationary process (Q2419676) (← links)
• Stochastic integration with respect to additive functionals of zero quadratic variation (Q2435248) (← links)
• The generalized Bouleau-Yor identity for a sub-fractional Brownian motion (Q2441133) (← links)
• Some remarks on local time-space calculus (Q2467714) (← links)
• On Itô's formula for elliptic diffusion processes (Q2469653) (← links)
• Finite expiry Russian options (Q2485844) (← links)
• Local time-space stochastic calculus for Lévy processes (Q2495381) (← links)
• A change-of-variable formula with local time on curves (Q2576790) (← links)
• Hedging options in market models modulated by the fractional Brownian motion (Q2758167) (← links)
• The generalized quadratic covariation for fractional Brownian motion with Hurst index less than 1/2 (Q2937045) (← links)
• Some Remarks on Davie’s Uniqueness Theorem (Q2976325) (← links)
• Distributional It\^o's Formula and Regularization of Generalized Wiener Functionals (Q4569652) (← links)
• The functional Meyer–Tanaka formula (Q4584281) (← links)
• Approximation of Optimal Stopping Problems and Variational Inequalities Involving Multiple Scales in Economics and Finance (Q4606781) (← links)
• A Bayesian sequential test for the drift of a fractional Brownian motion (Q5005050) (← links)
• Derivative for the intersection local time of two independent fractional Brownian motions (Q5086914) (← links)
• The quadratic covariation for a weighted fractional Brownian motion (Q5268388) (← links)
• Integration with Respect to Self-Intersection Local Time of a One-Dimensional Brownian Motion (Q5423747) (← links)
• Quadratic covariation and Itô's formula for smooth nondegenerate martingales (Q5919593) (← links)
• A change of variable formula with applications to multi-dimensional optimal stopping problems (Q6048969) (← links)
• On some properties of the fractional derivative of the Brownian local time (Q6572926) (← links)
• A remark on the Itô formula (Q6589445) (← links)
• Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths (Q6635708) (← links)