The Itô-Nisio theorem, quadratic Wiener functionals, and 1-solitons
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Publication:972807
DOI10.1016/j.spa.2010.01.009zbMath1203.60059OpenAlexW2099259977MaRDI QIDQ972807
Setsuo Taniguchi, Nobuyuki Ikeda
Publication date: 21 May 2010
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2010.01.009
Gaussian processes (60G15) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
Related Items (5)
Quadratic-exponential functionals of Gaussian quantum processes ⋮ On the uniform convergence of random series in Skorohod space and representations of càdlàg infinitely divisible processes ⋮ Euler polynomials, Bernoulli polynomials, and Lévy's stochastic area formula ⋮ Affine term structure as multi-soliton ⋮ Forward and backward adapted quantum stochastic calculus and double product integrals
Cites Work
- Integral of differential forms along the path of diffusion processes
- Least action principle, heat propagation and subelliptic estimates on certain nilpotent groups
- Wiener functionals of second order and their Lévy measures
- Semiclassical asymptotics of eigenvalues for Schrödinger operators with magnetic fields
- On stationary solutions of a stochastic differential equation
- Brownian sheet and reflectionless potentials
- On the convergence of sums of independent Banach space valued random variables
- Multiple Wiener integral
- System Control and Rough Paths
- Holder Conditions for Realizations of Gaussian Processes
- Quadratic Wiener functionals and dynamics on Grassmannians
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