The multiple stochastic integral
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Cited in
(20)- Multiple Wiener integrals and nonlinear functionals of a nuclear space valued Wiener process
- Distribution and moment convergence of martingales
- Multiple stochastic integrals with dependent integrators
- Stochastic integrals: A combinatorial approach
- Short-term risk management using stochastic Taylor expansions under Lévy models
- Multiple integration with respect to Poisson and Lévy processes
- Limit theorems for some polynomial statistics of the Poisson process
- On the transition of Charlier polynomials to the Hermite function
- Flow-driven spectral chaos (FSC) method for simulating long-time dynamics of arbitrary-order non-linear stochastic dynamical systems
- Graph-theoretic approach to stochastic integrals with Clifford algebras
- On the multiple stable integral
- Multiple G-Itō integral in G-expectation space
- Martingale representation theorem for \(G\)-Brownian motion
- Multiple Stratonovich integral and Hu-Meyer formula for Lévy processes
- Multiple G-Stratonovich integral in G-expectation space
- Finite Markov chains and multiple orthogonal polynomials
- Fractional Wiener chaos. I
- Limit theorems for sojourn measures in domains of vector-valued Gaussian random fields
- Strong approximations of stochastic differential equations with jumps
- Limiting theorems for sojourn measures in domains of vector-valued Gaussian random fields
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