Stochastic Analysis and Applications
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30

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8

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Published By Springer Berlin Heidelberg

9783540708469, 9783540708476

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Extremes of supOU Processes

Stochastic Analysis and Applications ◽

10.1007/978-3-540-70847-6_14 ◽

2007 ◽

pp. 339-359 ◽

Cited By ~ 9

Author(s):

Vicky Fasen ◽

Claudia Klüppelberg

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Ambit Processes; with Applications to Turbulence and Tumour Growth

Stochastic Analysis and Applications ◽

10.1007/978-3-540-70847-6_5 ◽

2007 ◽

pp. 93-124 ◽

Cited By ~ 36

Author(s):

Ole E. Barndorff-Nielsen ◽

Jürgen Schmiegel

Keyword(s):

Tumour Growth

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Itô Atlas, its Application to Mathematical Finance and to Exponentiation of Infinite Dimensional Lie Algebras

Stochastic Analysis and Applications ◽

10.1007/978-3-540-70847-6_22 ◽

2007 ◽

pp. 501-514 ◽

Cited By ~ 1

Author(s):

Paul Malliavin

Keyword(s):

Lie Algebras ◽

Mathematical Finance ◽

Infinite Dimensional

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On Asymptotics of Banach Space-valued Itô Functionals of Brownian Rough Paths

Stochastic Analysis and Applications ◽

10.1007/978-3-540-70847-6_18 ◽

2007 ◽

pp. 415-434 ◽

Cited By ~ 1

Author(s):

Yuzurui Inahama ◽

Hiroshi Kawab

Keyword(s):

Banach Space ◽

Rough Paths

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Power Variation Analysis of Some Integral Long-Memory Processes

Stochastic Analysis and Applications ◽

10.1007/978-3-540-70847-6_9 ◽

2007 ◽

pp. 219-234 ◽

Cited By ~ 3

Author(s):

José Manuel Corcuera

Keyword(s):

Long Memory ◽

Variation Analysis ◽

Memory Processes ◽

Power Variation ◽

Long Memory Processes

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Formation of Singularities in Madelung Fluid: A Nonconventional Application of Itô Calculus to Foundations of Quantum Mechanics

Stochastic Analysis and Applications ◽

10.1007/978-3-540-70847-6_24 ◽

2007 ◽

pp. 527-540

Author(s):

Laura M. Morato

Keyword(s):

Quantum Mechanics ◽

Foundations Of Quantum Mechanics ◽

Itô Calculus ◽

Madelung Fluid

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Itô Calculus and Malliavin Calculus

Stochastic Analysis and Applications ◽

10.1007/978-3-540-70847-6_29 ◽

2007 ◽

pp. 623-639

Author(s):

Shinzo Watanabe

Keyword(s):

Malliavin Calculus ◽

Itô Calculus

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The Invariant Distribution of a Diffusion: Some New Aspects

Stochastic Analysis and Applications ◽

10.1007/978-3-540-70847-6_23 ◽

2007 ◽

pp. 515-526

Author(s):

Henry P. McKean

Keyword(s):

Invariant Distribution

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Different Lattice Approximations for Hôegh-Krohn's Quantum Field Model

Stochastic Analysis and Applications ◽

10.1007/978-3-540-70847-6_21 ◽

2007 ◽

pp. 493-499

Author(s):

Song Liang

Keyword(s):

Field Model ◽

Quantum Field

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Stochastic Integrals and Adjoint Derivatives

Stochastic Analysis and Applications ◽

10.1007/978-3-540-70847-6_11 ◽

2007 ◽

pp. 265-307 ◽

Cited By ~ 5

Author(s):

Giulia Di Nunno ◽

Yuri A. Rozanov

Keyword(s):

Stochastic Integrals

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