scientific article

From MaRDI portal
Publication:3933721

zbMath0476.60046MaRDI QIDQ3933721

Nicolas Bouleau, Marc Yor

Publication date: 1981


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (31)

Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functionsIntegration with respect to local time and Itô's formula for smooth nondegenerate martingalesApplications 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)The quadratic variation for mixed-fractional Brownian motionDerivative for the intersection local time of two independent fractional Brownian motionsRough path properties for local time of symmetric \(\alpha\) stable processExtended Itô calculus for symmetric Markov processesA change of variable formula with applications to multi-dimensional optimal stopping problemsOptimality of impulse control problem in refracted Lévy model with Parisian ruin and transaction costsStochastic integration with respect to additive functionals of zero quadratic variationThe generalized Bouleau-Yor identity for a sub-fractional Brownian motionQuasi sure quadratic variation of local times of smooth semimartingales.Quadratic covariation estimates in non-smooth stochastic calculusGeneralized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\).Integration with respect to the \(G\)-Brownian local timeSome parabolic PDEs whose drift is an irregular random noise in spaceQuasi sure analysis of local times of anticipating smooth semimartingalesSome remarks on local time-space calculusUnnamed ItemOn Itô's formula for elliptic diffusion processesQuadratic variation of the local time of a random walkDistributional It\^o's Formula and Regularization of Generalized Wiener FunctionalsLocal time-space stochastic calculus for Lévy processesTwo-parameter \(p,q\)-variation paths and integrations of local timesA Feynman-Kac result via Markov BSDEs with generalised driversQuadratic covariation and Itô's formula for smooth nondegenerate martingalesTemporal variation for fractional heat equations with additive white noiseIntegration with respect to fractional local time with Hurst index \(1/2 < \text H < 1\)Quadratic covariations for the solution to a stochastic heat equation with space-time white noiseThe quadratic covariation for a weighted fractional Brownian motionSur la variation quadratique de certaines mesures vectorielles




This page was built for publication: