Itô’s Stochastic Calculus and Probability Theory
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Published By Springer Japan

9784431685340, 9784431685326

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A class of integration by parts formulae in stochastic analysis I

Itô’s Stochastic Calculus and Probability Theory ◽

10.1007/978-4-431-68532-6_2 ◽

1996 ◽

pp. 15-30 ◽

Cited By ~ 5

Author(s):

K. D. Elworthy ◽

Xue-Mei Li

Keyword(s):

Stochastic Analysis ◽

Integration By Parts

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Short Time Asymptotics and an Approximation for the Heat Kernel of a Singular Diffusion

Itô’s Stochastic Calculus and Probability Theory ◽

10.1007/978-4-431-68532-6_8 ◽

1996 ◽

pp. 129-139

Author(s):

Yasuji Hashimoto ◽

Shojiro Manabe ◽

Yukio Ogura

Keyword(s):

Heat Kernel ◽

Short Time Asymptotics ◽

Time Asymptotics ◽

Singular Diffusion ◽

Short Time

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Lagrangian for pinned diffusion process

Itô’s Stochastic Calculus and Probability Theory ◽

10.1007/978-4-431-68532-6_7 ◽

1996 ◽

pp. 117-128 ◽

Cited By ~ 2

Author(s):

Keisuke Hara ◽

Yoichiro Takahashi

Keyword(s):

Diffusion Process

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Principal values of Brownian local times and their related topics

Itô’s Stochastic Calculus and Probability Theory ◽

10.1007/978-4-431-68532-6_27 ◽

1996 ◽

pp. 413-422 ◽

Cited By ~ 7

Author(s):

Toshio Yamada

Keyword(s):

Local Times

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A Kähler metric on a based loop group and a covariant differentiation

Itô’s Stochastic Calculus and Probability Theory ◽

10.1007/978-4-431-68532-6_21 ◽

1996 ◽

pp. 327-346 ◽

Cited By ~ 1

Author(s):

Ichiro Shigekawa ◽

Setsuo Taniguchi

Keyword(s):

Loop Group ◽

Covariant Differentiation ◽

Kähler Metric ◽

Kahler Metric

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Calculus for multiplicative functionals, Itô’s formula and differential equations

Itô’s Stochastic Calculus and Probability Theory ◽

10.1007/978-4-431-68532-6_15 ◽

1996 ◽

pp. 233-250

Author(s):

T. J. Lyons ◽

Z. M. Qian

Keyword(s):

Differential Equations ◽

Itô’S Formula ◽

Itô's Formula ◽

Ito’S Formula ◽

Multiplicative Functionals ◽

Ito's Formula

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Analytic approach to Yor’s formula of exponential additive functionals of Brownian motion

Itô’s Stochastic Calculus and Probability Theory ◽

10.1007/978-4-431-68532-6_12 ◽

1996 ◽

pp. 185-195

Author(s):

Shin-ichi Kotani

Keyword(s):

Brownian Motion ◽

Analytic Approach ◽

Additive Functionals

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Lévy measure of superprocesses; absorption processes

Itô’s Stochastic Calculus and Probability Theory ◽

10.1007/978-4-431-68532-6_1 ◽

1996 ◽

pp. 1-14

Author(s):

E. B. Dynkin

Keyword(s):

Lévy Measure

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Lévy’s stochastic area formula and Brownian motion on compact Lie groups

Itô’s Stochastic Calculus and Probability Theory ◽

10.1007/978-4-431-68532-6_26 ◽

1996 ◽

pp. 401-411 ◽

Cited By ~ 1

Author(s):

Shinzo Watanabe

Keyword(s):

Brownian Motion ◽

Lie Groups ◽

Compact Lie Groups ◽

Area Formula ◽

And Brownian Motion

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On decomposition of additive functionals of reflecting Brownian motions

Itô’s Stochastic Calculus and Probability Theory ◽

10.1007/978-4-431-68532-6_4 ◽

1996 ◽

pp. 51-61

Author(s):

Masatoshi Fukushima ◽

Matsuyo Tomisaki

Keyword(s):

Brownian Motions ◽

Additive Functionals

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Itô’s Stochastic Calculus and Probability TheoryLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Japan

A class of integration by parts formulae in stochastic analysis I

Short Time Asymptotics and an Approximation for the Heat Kernel of a Singular Diffusion

Lagrangian for pinned diffusion process

Principal values of Brownian local times and their related topics

A Kähler metric on a based loop group and a covariant differentiation

Calculus for multiplicative functionals, Itô’s formula and differential equations

Analytic approach to Yor’s formula of exponential additive functionals of Brownian motion

Lévy measure of superprocesses; absorption processes

Lévy’s stochastic area formula and Brownian motion on compact Lie groups

On decomposition of additive functionals of reflecting Brownian motions

Itô’s Stochastic Calculus and Probability Theory
Latest Publications