Malliavin Calculus and Stochastic Analysis - Springer Proceedings in Mathematics & Statistics
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Published By Springer US

9781461459057, 9781461459064

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Local Invertibility of Adapted Shifts on Wiener Space and Related Topics

Malliavin Calculus and Stochastic Analysis - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-1-4614-5906-4_3 ◽

2013 ◽

pp. 25-76 ◽

Cited By ~ 1

Author(s):

Rémi Lassalle ◽

A. S. Üstünel

Keyword(s):

Wiener Space ◽

Local Invertibility

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A Short Rate Model Using Ambit Processes

Malliavin Calculus and Stochastic Analysis - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-1-4614-5906-4_24 ◽

2013 ◽

pp. 525-553 ◽

Cited By ~ 3

Author(s):

José Manuel Corcuera ◽

Gergely Farkas ◽

Wim Schoutens ◽

Esko Valkeila

Keyword(s):

Rate Model

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Stochastic Taylor Formulas and Riemannian Geometry

Malliavin Calculus and Stochastic Analysis - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-1-4614-5906-4_2 ◽

2013 ◽

pp. 9-23

Author(s):

Mark A. Pinsky

Keyword(s):

Riemannian Geometry

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Parameter Estimation for Fractional Ornstein–Uhlenbeck Processes with Discrete Observations

Malliavin Calculus and Stochastic Analysis - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-1-4614-5906-4_19 ◽

2013 ◽

pp. 427-442 ◽

Cited By ~ 18

Author(s):

Yaozhong Hu ◽

Jian Song

Keyword(s):

Parameter Estimation ◽

Discrete Observations

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Linking Progressive and Initial Filtration Expansions

Malliavin Calculus and Stochastic Analysis - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-1-4614-5906-4_21 ◽

2013 ◽

pp. 469-487 ◽

Cited By ~ 5

Author(s):

Younes Kchia ◽

Martin Larsson ◽

Philip Protter

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On the Stochastic Navier–Stokes Equation Driven by Stationary White Noise

Malliavin Calculus and Stochastic Analysis - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-1-4614-5906-4_10 ◽

2013 ◽

pp. 219-249 ◽

Cited By ~ 1

Author(s):

Chia Ying Lee ◽

Boris Rozovskii

Keyword(s):

White Noise ◽

Stokes Equation ◽

Navier Stokes ◽

Navier Stokes Equation

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An Application of Gaussian Measures to Functional Analysis

Malliavin Calculus and Stochastic Analysis - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-1-4614-5906-4_1 ◽

2013 ◽

pp. 3-8

Author(s):

Daniel W. Stroock

Keyword(s):

Functional Analysis ◽

Gaussian Measures

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Stationary Distributions for Jump Processes with Inert Drift

Malliavin Calculus and Stochastic Analysis - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-1-4614-5906-4_7 ◽

2013 ◽

pp. 139-172

Author(s):

K. Burdzy ◽

T. Kulczycki ◽

R. L. Schilling

Keyword(s):

Jump Processes ◽

Stationary Distributions

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Asymptotics for the Length of the Longest Increasing Subsequence of a Binary Markov Random Word

Malliavin Calculus and Stochastic Analysis - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-1-4614-5906-4_23 ◽

2013 ◽

pp. 511-524

Author(s):

Christian Houdré ◽

Trevis J. Litherland

Keyword(s):

Markov Random ◽

Longest Increasing Subsequence

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Gradient Bounds for Solutions of Stochastic Differential Equations Driven by Fractional Brownian Motions

Malliavin Calculus and Stochastic Analysis - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-1-4614-5906-4_18 ◽

2013 ◽

pp. 413-426 ◽

Cited By ~ 4

Author(s):

Fabrice Baudoin ◽

Cheng Ouyang

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Brownian Motions ◽

Fractional Brownian Motions ◽

Gradient Bounds

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Malliavin Calculus and Stochastic Analysis - Springer Proceedings in Mathematics & StatisticsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer US

Local Invertibility of Adapted Shifts on Wiener Space and Related Topics

A Short Rate Model Using Ambit Processes

Stochastic Taylor Formulas and Riemannian Geometry

Parameter Estimation for Fractional Ornstein–Uhlenbeck Processes with Discrete Observations

Linking Progressive and Initial Filtration Expansions

On the Stochastic Navier–Stokes Equation Driven by Stationary White Noise

An Application of Gaussian Measures to Functional Analysis

Stationary Distributions for Jump Processes with Inert Drift

Asymptotics for the Length of the Longest Increasing Subsequence of a Binary Markov Random Word

Gradient Bounds for Solutions of Stochastic Differential Equations Driven by Fractional Brownian Motions

Malliavin Calculus and Stochastic Analysis - Springer Proceedings in Mathematics & Statistics
Latest Publications