Stochastic and multiple Wiener integrals for Gaussian processes

Cited in

(34)

On weak approximations of integrals with respect to fractional Brownian motion
Fractional Bilinear Stochastic Equations with the Drift in the First Fractional Chaos
Convergence of a numerical scheme associated to stochastic differential equations with fractional Brownian motion
On a multiple Stratonovich-type integral for some Gaussian processes
Convergence in law to the multiple fractional integral.
Infinite dimensional pathwise Volterra processes driven by Gaussian noise -- probabilistic properties and applications --
Reconstruction of a Wiener field from its realizations on a curve
An anticipating calculus for square integrable pure jump Levy processes
Mild stochastic sewing lemma, SPDE in random environment, and fractional averaging
From directed polymers in spatial-correlated environment to stochastic heat equations driven by fractional noise in \(1 + 1\) dimensions
On moment estimates and continuity for solutions of SDEs driven by fractional Brownian motions under non-Lipschitz conditions
Averaging dynamics driven by fractional Brownian motion
On integration by parts formula and characterization of fractional Ornstein-Uhlenbeck process
On the Wiener chaos expansion of the signature of a Gaussian process
On moment estimates for solutions of mixed SDEs under non-Lipschitz condition
Inequalities for the \(\mathbb L^p\) norms of integrals with respect to a fractional Brownian motion
Stochastic analysis of Gaussian processes via Fredholm representation
Large deviations for generalized conditioned Gaussian processes and their bridges
Product formula and independence criterion for multiple Huang-Cambanis integrals
Lévy area for Gaussian processes: a double Wiener-Itô integral approach
Multiple fractional integral with Hurst parameter less than \(\frac {1}{2}\)
A new proof of fractional Hu-Meyer formula and its applications
On bifractional Brownian motion
Stochastic integrals for gaussian random functions
Stochastic integration for tempered fractional Brownian motion
On the representation of nonlinear systems with gaussian inputst^†
Gaussian Volterra processes with power-type kernels. II
Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
Wick–Itô formula for regular processes and applications to the Black and Scholes formula
Continuity with respect to the Hurst parameter of the laws of the multiple fractional integrals
Martingale transforms and Girsanov theorem for long-memory Gaussian processes
Multiple stochastic integrals constructed by special expansions of products of the integrating stochastic processes
New method for optimal nonlinear filtering of noisy observations by multiple stochastic fractional integral expansions
Almost periodic and periodic solutions of differential equations driven by the fractional Brownian motion with statistical application

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