Pages that link to "Item:Q5918054"

The following pages link to Quadratic covariation and Itô's formula for smooth nondegenerate martingales (Q5918054):

Displaying 10 items.

• The quadratic variation for mixed-fractional Brownian motion (Q347449) (← links)
• Integration with respect to the \(G\)-Brownian local time (Q482726) (← links)
• Temporal variation for fractional heat equations with additive white noise (Q737138) (← links)
• Integration with respect to local time and Itô's formula for smooth nondegenerate martingales (Q845062) (← links)
• Weak Dirichlet processes with a stochastic control perspective (Q855923) (← links)
• Integration with respect to fractional local time with Hurst index \(1/2 < \text H < 1\) (Q1014000) (← links)
• Generalized integration and stochastic ODEs (Q1872259) (← links)
• Generalization of Itô's formula for smooth nondegenerate martingales. (Q1879509) (← links)
• The generalized Bouleau-Yor identity for a sub-fractional Brownian motion (Q2441133) (← links)
• The generalized quadratic covariation for fractional Brownian motion with Hurst index less than 1/2 (Q2937045) (← links)