Add to ORKGWe introduce and study a class of operators of stochastic differentiation and integration for non-Gaussian processes. As an application, we establish an analog of the It6 formula
The stochastic integral representation for an arbitrary random variable in a standard $L_2$-space is...
Brownian motions have played an increasingly important role in many fields of application such as hy...
We give a sufficient condition for existence of the nonadapted extension of the stochastic integral ...
Stochastic integration with respect to Gaussian processes, such as fractional Brownian motion (fBm) ...
In recent years there have been many publications studying dynamic systems subjected to non-Gaussian...
In this Chapter, the basic concepts of stochastic integration are explained in a way that is readily...
Stochastic integration \textit{wrt} Gaussian processes has raised strong interest in recent years, m...
This book presents an elementary introduction to the theory of noncausal stochastic calculus that ar...
and non-Gaussian processes of zero power variation, and related stochastic calculus
International audienceStochastic integration with respect to Gaussian processes has raised strong in...
In this paper we develop a stochastic calculus with respect to a Gaussian process of the form Bt = ∫...
"Stochastic calculus provides a powerful description of a specific class of stochastic processes in ...
The space (D*) of Wiener distributions allows a natural Pettis-type stochastic calculus. For a certa...
This book provides a comprehensive introduction to the theory of stochastic calculus and some of its...
Non-Archimedean analogs of Markov quasimeasures and stochastic processes are investigated. They are ...
The stochastic integral representation for an arbitrary random variable in a standard $L_2$-space is...
Brownian motions have played an increasingly important role in many fields of application such as hy...
We give a sufficient condition for existence of the nonadapted extension of the stochastic integral ...
Stochastic integration with respect to Gaussian processes, such as fractional Brownian motion (fBm) ...
In recent years there have been many publications studying dynamic systems subjected to non-Gaussian...
In this Chapter, the basic concepts of stochastic integration are explained in a way that is readily...
Stochastic integration \textit{wrt} Gaussian processes has raised strong interest in recent years, m...
This book presents an elementary introduction to the theory of noncausal stochastic calculus that ar...
and non-Gaussian processes of zero power variation, and related stochastic calculus
International audienceStochastic integration with respect to Gaussian processes has raised strong in...
In this paper we develop a stochastic calculus with respect to a Gaussian process of the form Bt = ∫...
"Stochastic calculus provides a powerful description of a specific class of stochastic processes in ...
The space (D*) of Wiener distributions allows a natural Pettis-type stochastic calculus. For a certa...
This book provides a comprehensive introduction to the theory of stochastic calculus and some of its...
Non-Archimedean analogs of Markov quasimeasures and stochastic processes are investigated. They are ...
The stochastic integral representation for an arbitrary random variable in a standard $L_2$-space is...
Brownian motions have played an increasingly important role in many fields of application such as hy...
We give a sufficient condition for existence of the nonadapted extension of the stochastic integral ...