Lecture Notes in Mathematics - Stochastic Analysis and Related Topics
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Published By Springer Berlin Heidelberg

9783540193159

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A guide to the stochastic calculus of variations

Lecture Notes in Mathematics - Stochastic Analysis and Related Topics ◽

10.1007/bfb0081929 ◽

2006 ◽

pp. 1-79 ◽

Cited By ~ 13

Author(s):

Daniel L. Ocone

Keyword(s):

Calculus Of Variations ◽

Stochastic Calculus ◽

Stochastic Calculus Of Variations

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Nonclausal stochastic integrals and calculus

Lecture Notes in Mathematics - Stochastic Analysis and Related Topics ◽

10.1007/bfb0081930 ◽

2006 ◽

pp. 80-129 ◽

Cited By ~ 20

Author(s):

David Nualart

Keyword(s):

Stochastic Integrals

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An extension of ventsel-freidlin estimates

Lecture Notes in Mathematics - Stochastic Analysis and Related Topics ◽

10.1007/bfb0081937 ◽

2006 ◽

pp. 305-327 ◽

Cited By ~ 12

Author(s):

P. Baldi ◽

M. Chaleyat-Maurel

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Some comments on the filtering of diffusions and the malliavin calculus

Lecture Notes in Mathematics - Stochastic Analysis and Related Topics ◽

10.1007/bfb0081934 ◽

2006 ◽

pp. 247-266 ◽

Cited By ~ 7

Author(s):

A. S. Ustunel

Keyword(s):

Malliavin Calculus

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La théorie des distributions en dimension quelconque et l'intégration stochastique

Lecture Notes in Mathematics - Stochastic Analysis and Related Topics ◽

10.1007/bfb0081932 ◽

2006 ◽

pp. 170-233 ◽

Cited By ~ 10

Author(s):

Paul Kree

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Majoration a priori des solutions d'équations différentielles stochastiques stables

Lecture Notes in Mathematics - Stochastic Analysis and Related Topics ◽

10.1007/bfb0081939 ◽

2006 ◽

pp. 340-351

Author(s):

M. Bernard Lapeyre

Keyword(s):

A Priori

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Brownian motion and harmonic forms

Lecture Notes in Mathematics - Stochastic Analysis and Related Topics ◽

10.1007/bfb0081936 ◽

2006 ◽

pp. 288-304

Author(s):

K. D. Elworthy

Keyword(s):

Brownian Motion ◽

Harmonic Forms

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A filtering formula for a non-linear system having a continuous observation, and a discrete observation at random times

Lecture Notes in Mathematics - Stochastic Analysis and Related Topics ◽

10.1007/bfb0081940 ◽

2006 ◽

pp. 352-371 ◽

Cited By ~ 1

Author(s):

Robert Cohen

Keyword(s):

Linear System ◽

Continuous Observation ◽

Discrete Observation ◽

Non Linear ◽

Non Linear System ◽

Random Times

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An ito formula for processes with values in an abstract Wiener space

Lecture Notes in Mathematics - Stochastic Analysis and Related Topics ◽

10.1007/bfb0081933 ◽

2006 ◽

pp. 234-246

Author(s):

H. Korezlioglu ◽

A. S. Ustunel

Keyword(s):

Wiener Space ◽

Itô Formula ◽

Abstract Wiener Space ◽

Ito Formula

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Brownian motion, diffusions and infinite dimensional calculus

Lecture Notes in Mathematics - Stochastic Analysis and Related Topics ◽

10.1007/bfb0081931 ◽

2006 ◽

pp. 130-169 ◽

Cited By ~ 2

Author(s):

Hui-Hsiung Kuo

Keyword(s):

Brownian Motion ◽

Infinite Dimensional

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Lecture Notes in Mathematics - Stochastic Analysis and Related TopicsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Berlin Heidelberg

A guide to the stochastic calculus of variations

Nonclausal stochastic integrals and calculus

An extension of ventsel-freidlin estimates

Some comments on the filtering of diffusions and the malliavin calculus

La théorie des distributions en dimension quelconque et l'intégration stochastique

Majoration a priori des solutions d'équations différentielles stochastiques stables

Brownian motion and harmonic forms

A filtering formula for a non-linear system having a continuous observation, and a discrete observation at random times

An ito formula for processes with values in an abstract Wiener space

Brownian motion, diffusions and infinite dimensional calculus

Lecture Notes in Mathematics - Stochastic Analysis and Related Topics
Latest Publications