Add to ORKGThe aim of this paper is t.o describe recent results on the Wiener-ito decomposition. We focus on a survey of new applications of chaos expansions to functionals ofVViener and Gaussiall processes arising from different fields ofprobability and stochastic processes
Tyt. z nagłówka.Bibliogr. s. 665.In this paper, we are motivated by uncertainty problems in volatili...
Let $L$ be a Levy process on $[0,+\infty)$. In particular cases, when $L$ is a Wiener or Poisson pro...
We compute the Wiener-Poisson expansion of square-integrable functionals of a finite number of Poiss...
In this note we prove that the Local Time at zero for a multipararnetric Wiener process belongs to t...
We prove a Taylor expansion of the density pε(y) of a Wiener functional Fε with Wiener-chaos decompo...
Dans cette thèse, on s'intéresse à des extensions du mouvement brownien fractionnaire qui appartienn...
Diese Arbeit liefert neue Resultate in drei Bereichen der Stochastischen Analysis für Lévy-Prozesse:...
The area of fractional calculus has made its way into various pure and applied scientific fields, as...
The concept of Wiener chaos generalizes to an infinite-dimensional setting the properties of orthogo...
In this note we review and compare different versions of expansions in discrete Wiener chaos. We rel...
AbstractUsing infinitesimals, we develop Malliavin calculus on spaces which result from the classica...
The Malliavin calculus (also known as the stochastic calculus of variations) is an infinite–dimensio...
In the article, we consider terms of the Gaussian chaotic expansion under conditioning with respect ...
AbstractIn this article we present a method for developing certain Wiener integrals in an asymptotic...
AbstractWe give a sufficient condition for existence of the nonadapted extension of the stochastic i...
Tyt. z nagłówka.Bibliogr. s. 665.In this paper, we are motivated by uncertainty problems in volatili...
Let $L$ be a Levy process on $[0,+\infty)$. In particular cases, when $L$ is a Wiener or Poisson pro...
We compute the Wiener-Poisson expansion of square-integrable functionals of a finite number of Poiss...
In this note we prove that the Local Time at zero for a multipararnetric Wiener process belongs to t...
We prove a Taylor expansion of the density pε(y) of a Wiener functional Fε with Wiener-chaos decompo...
Dans cette thèse, on s'intéresse à des extensions du mouvement brownien fractionnaire qui appartienn...
Diese Arbeit liefert neue Resultate in drei Bereichen der Stochastischen Analysis für Lévy-Prozesse:...
The area of fractional calculus has made its way into various pure and applied scientific fields, as...
The concept of Wiener chaos generalizes to an infinite-dimensional setting the properties of orthogo...
In this note we review and compare different versions of expansions in discrete Wiener chaos. We rel...
AbstractUsing infinitesimals, we develop Malliavin calculus on spaces which result from the classica...
The Malliavin calculus (also known as the stochastic calculus of variations) is an infinite–dimensio...
In the article, we consider terms of the Gaussian chaotic expansion under conditioning with respect ...
AbstractIn this article we present a method for developing certain Wiener integrals in an asymptotic...
AbstractWe give a sufficient condition for existence of the nonadapted extension of the stochastic i...
Tyt. z nagłówka.Bibliogr. s. 665.In this paper, we are motivated by uncertainty problems in volatili...
Let $L$ be a Levy process on $[0,+\infty)$. In particular cases, when $L$ is a Wiener or Poisson pro...
We compute the Wiener-Poisson expansion of square-integrable functionals of a finite number of Poiss...