The following pages link to (Q3769715):
Displaying 25 items.
- Martingale representation for Poisson processes with applications to minimal variance hedging (Q550168) (← links)
- Central limit theorem for functionals of a generalized self-similar Gaussian process (Q679608) (← links)
- Multiple integral representation for functionals of Dirichlet processes (Q1002577) (← links)
- A calculus on Fock space and its probabilistic interpretations (Q1283599) (← links)
- Chaos expansion for the solutions of stochastic differential equations (Q1285774) (← links)
- Multiple stochastic integral expansions of arbitrary Poisson jump times functionals (Q1293842) (← links)
- The composition of Wiener functionals with non absolutely continuous shifts (Q1326277) (← links)
- Hoeffding decompositions for exchangeable sequences and chaotic representation of functionals of Dirichlet processes. (Q1408178) (← links)
- Chaos expansion of 2D parabolic Anderson model (Q1748580) (← links)
- Some remarks about the positivity of random variables on a Gaussian probability space (Q1764096) (← links)
- Stochastic functional linear models and Malliavin calculus (Q2135880) (← links)
- A high order time discretization of the solution of the non-linear filtering problem (Q2219502) (← links)
- Another look into the Wong-zakai theorem for stochastic heat equation (Q2286460) (← links)
- Cumulant operators for Lie-Wiener-Itô-Poisson stochastic integrals (Q2346981) (← links)
- On \(L^{2}\) modulus of continuity of Brownian local times and Riesz potentials (Q2352760) (← links)
- Anticipative stochastic integration based on time-space chaos (Q2485780) (← links)
- Central limit theorems for sequences of multiple stochastic integrals (Q2497212) (← links)
- Diffusions, their derivatives and expansions in Wiener chaos (Q2503512) (← links)
- Two-sided bounds for degenerate processes with densities supported in subsets of \(\mathbb R^N\) (Q2512907) (← links)
- Itô's- and Tanaka's-type formulae for the stochastic heat equation: The linear case (Q2573416) (← links)
- Brownian loops, layering fields and imaginary Gaussian multiplicative chaos (Q2658928) (← links)
- Malliavin calculus for marked binomial processes and applications (Q2679546) (← links)
- On Martingale Chaoses (Q5126599) (← links)
- A Feynman–Kac approach for the spatial derivative of the solution to the Wick stochastic heat equation driven by time homogeneous white noise (Q6082700) (← links)
- Kernel representation formula: from complex to real Wiener-Itô integrals and vice versa (Q6145602) (← links)
