Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Spectral Type of the Shift Transformation of Differential Processes With Stationary Increments - MaRDI portal

Spectral Type of the Shift Transformation of Differential Processes With Stationary Increments

From MaRDI portal
Publication:3237820

DOI10.2307/1992916zbMath0073.35303OpenAlexW4239373291MaRDI QIDQ3237820

Kiyosi Itô

Publication date: 1956

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1992916



Related Items

\(L_{2}\)-variation of Lévy driven BSDEs with non-smooth terminal conditions, Simulation of BSDEs with jumps by Wiener chaos expansion, Stochastic partial differential equations driven by Lévy space-time white noise., Functionals of a Lévy process on canonical and generic probability spaces, Closed-form formulas for the distribution of the jumps of doubly-stochastic Poisson processes, Malliavin differentiability of indicator functions on canonical Lévy spaces, THE LÉVY LAPLACIAN ACTING ON POISSON NOISE FUNCTIONALS, Energy image density property and the lent particle method for Poisson measures, Martingale Representation of Functionals of Lévy Processes, Chaotic representation for finite markov chains, Stochastic integrals: A combinatorial approach, Canonical Lévy process and Malliavin calculus, Wick theorems in non-Gaussian white noise calculus, Wick calculus on spaces of generalized functions of compound Poisson white noise, A note on Malliavin fractional smoothness for Lévy processes and approximation, A Fock space representation for the quantum Lorentz gas, Existence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver, L2-convergence rate for the discretization error of functions of Lévy process, Product and moment formulas for iterated stochastic integrals (associated with Lévy processes), The Segal-Bargmann transform for Lévy functionals, Minimax regression estimation for Poisson coprocess, Multiple Stratonovich integral and Hu-Meyer formula for Lévy processes, Coefficients of asymptotic expansions of SDE with jumps, On extended stochastic integrals with respect to Lévy processes, On operators of stochastic differentiation on spaces of regular test and generalized functions of Lévy white noise analysis, Wick calculus on spaces of regular generalized functions of Levy white noise analysis, On Wick calculus on spaces of nonregular generalized functions of Levy white noise analysis, Malliavin smoothness on the Lévy space with Hölder continuous or \(B V\) functionals, Zero-one laws for Gaussian processes, RANDOM FIELDS: NON-ANTICIPATING DERIVATIVE AND DIFFERENTIATION FORMULAS, Stochastic Analysis for Poisson Processes, Malliavin Calculus for Stochastic Processes and Random Measures with Independent Increments, Poisson stochastic master equation unravelings and the measurement problem: A quantum stochastic calculus perspective, A modified \(\Phi \)-Sobolev inequality for canonical Lévy processes and its applications, Pricing cumulative loss derivatives under additive models via Malliavin calculus, Malliavin calculus for subordinated Lévy process, Permutation invariant functionals of Lévy processes, Central limit theorems for \(U\)-statistics of Poisson point processes, On Martingale Chaoses, White noise analysis for Lévy processes., A representation formula for poisson functionals, Nourdin-Peccati analysis on Wiener and Wiener-Poisson space for general distributions, The Segal-Bargmann transform for Lévy white noise functionals associated with non-integrable Lévy processes, Normal convergence using Malliavin calculus with applications and examples, On the relationship between Wick calculus and stochastic integration in the Lévy white noise analysis, An extension of the Clark–Ocone formula under benchmark measure for Lévy processes, Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs, Integrals devised for special purposes, Stochastic calculus for fractional Lévy processes, A pathwise approach to backward and forward stochastic differential equations on the poisson space*, Stein's method and normal approximation of Poisson functionals, AN APPLICATION OF THE SEGAL–BARGMANN TRANSFORM TO THE CHARACTERIZATION OF LÉVY WHITE NOISE MEASURES, A model of the term structure of interest rates based on Lévy fields, Operators of stochastic differentiation on spaces of nonregular generalized functions of Levy white noise analysis, The explicit chaotic representation of the powers of increments of Lévy processes, Analysis over discrete spaces, Itô's stochastic calculus: its surprising power for applications, Itô's stochastic calculus and Heisenberg commutation relations, Martingale representation for Poisson processes with applications to minimal variance hedging, ORTHOGONAL DECOMPOSITIONS FOR LÉVY PROCESSES WITH AN APPLICATION TO THE GAMMA, PASCAL, AND MEIXNER PROCESSES, Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Levy Processes, DIFFEOMORPHISM GROUPS AND CURRENT ALGEBRAS: CONFIGURATION SPACE ANALYSIS IN QUANTUM THEORY, Poisson process Fock space representation, chaos expansion and covariance inequalities, The Predictable Representation Property of Compensated-Covariation Stable Families of Martingales, Lévy-Ito models in finance, A discrete-time Clark-Ocone formula for Poisson functionals, Stable limit theorems on the Poisson space, MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSES, A hull and white formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility, Random functions of Poisson type, The calculus of variations for processes with independent increments, Local Malliavin calculus for Lévy processes and applications, Martingale representations for functionals of Lévy processes, Optimal portfolio for an insider in a market driven by Lévy processes§, Optimal portfolio, partial information and Malliavin calculus, On infinitely divisible self-similar random fields, Multiple integration with respect to Poisson and Lévy processes, Interconnection between Wick multiplication and integration on spaces of nonregular generalized functions in the Lévy white noise analysis, Chaos decomposition of stochastic bilinear equations with drift in the first Poisson-Itô chaos, Almost sure convergence on chaoses, Analysis of generalized Lévy white noise functionals, Analysis on Poisson and Gamma Spaces, Numerical Methods for SPDEs with Tempered Stable Processes, WIENER CHAOS: A NEW APPROACH TO OPTION HEDGING, Lévy white noise calculus based on interaction exponents, Infinite variance self-similar processes subordinate to a poisson measure, Quantum stochastic calculus