The following pages link to (Q3933721):
Displaying 33 items.
- Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions (Q297469) (← links)
- The quadratic variation for mixed-fractional Brownian motion (Q347449) (← 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)
- Integration with respect to local time and Itô's formula for smooth nondegenerate martingales (Q845062) (← links)
- Integration with respect to fractional local time with Hurst index \(1/2 < \text H < 1\) (Q1014000) (← links)
- Applications des processus de Dirichlet aux temps locaux et temps locaux d'intersection d'un mouvement Brownien. (Applications of Dirichlet processes to local times and local times of intersections of Brownian motions) (Q1099506) (← links)
- Quadratic variation of the local time of a random walk (Q1210272) (← links)
- Quasi sure quadratic variation of local times of smooth semimartingales. (Q1427637) (← links)
- Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\). (Q1433879) (← links)
- Extended Itô calculus for symmetric Markov processes (Q1932222) (← links)
- Quadratic covariations for the solution to a stochastic heat equation with space-time white noise (Q2078450) (← links)
- Optimality of impulse control problem in refracted Lévy model with Parisian ruin and transaction costs (Q2188956) (← links)
- A Feynman-Kac result via Markov BSDEs with generalised drivers (Q2278678) (← links)
- Rough path properties for local time of symmetric \(\alpha\) stable process (Q2408997) (← 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 parabolic PDEs whose drift is an irregular random noise in space (Q2460325) (← links)
- Quasi sure analysis of local times of anticipating smooth semimartingales (Q2465750) (← links)
- Some remarks on local time-space calculus (Q2467714) (← links)
- On Itô's formula for elliptic diffusion processes (Q2469653) (← links)
- Local time-space stochastic calculus for Lévy processes (Q2495381) (← links)
- Two-parameter \(p,q\)-variation paths and integrations of local times (Q2503160) (← links)
- (Q3673807) (← links)
- Sur la variation quadratique de certaines mesures vectorielles (Q3954616) (← links)
- Distributional It\^o's Formula and Regularization of Generalized Wiener Functionals (Q4569652) (← 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)
- 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)
