Add to ORKGCalculus via regularization. [chi]-quadratic variation. Evaluations of [chi]-quadratic variations. Stability of [chi]-quadratic variation and of [chi]-covariation. Ito's formula. A generalized Clark-Ocone formula.Calculus via regularization. [chi]-quadratic variation. Evaluations of [chi]-quadratic variations. Stability of [chi]-quadratic variation and of [chi]-covariation. Ito's formula. A generalized Clark-Ocone formula.LUISS PhD Thesi
Numeric methods are effective tools to solve science or engineering problems , which use determinist...
This paper discusses a new notion of quadratic variation and covariation for Banach space valued pro...
AbstractIn this paper, we introduce first a natural generalization of the concept of Dirichlet proce...
Calculus via regularization. [chi]-quadratic variation. Evaluations of [chi]-quadratic variations. S...
This thesis develops some aspects of stochastic calculus via regularization to Banach valued process...
Ce document de thèse développe certains aspects du calcul stochastique via régularisation pour des p...
This paper develops some aspects of stochastic calculus via regularization to Banach valued processe...
International audienceWe provide a suitable framework for the concept of finite quadratic variation ...
This paper discusses a new notion of quadratic variation and covariation for Banach space valued pro...
[Résumé en français] Dans la première partie de cette thèse nous appliquons le calcul via régularisa...
In the first part of this thesis we apply stochastic calculus via regularization to model financial ...
39 pages. First version. Preprint LAGA-Paris 13 2004-28. To appear: Séminaire de Probabilités numéro...
The job starts, giving a concise idea of the theory of Lebesgue integration, Stieltjes and convergen...
International audienceThis article focuses on a new concept of quadratic variation for processes tak...
The paper reminds the basic ideas of stochastic calculus via regularizations in Banach spaces and it...
Numeric methods are effective tools to solve science or engineering problems , which use determinist...
This paper discusses a new notion of quadratic variation and covariation for Banach space valued pro...
AbstractIn this paper, we introduce first a natural generalization of the concept of Dirichlet proce...
Calculus via regularization. [chi]-quadratic variation. Evaluations of [chi]-quadratic variations. S...
This thesis develops some aspects of stochastic calculus via regularization to Banach valued process...
Ce document de thèse développe certains aspects du calcul stochastique via régularisation pour des p...
This paper develops some aspects of stochastic calculus via regularization to Banach valued processe...
International audienceWe provide a suitable framework for the concept of finite quadratic variation ...
This paper discusses a new notion of quadratic variation and covariation for Banach space valued pro...
[Résumé en français] Dans la première partie de cette thèse nous appliquons le calcul via régularisa...
In the first part of this thesis we apply stochastic calculus via regularization to model financial ...
39 pages. First version. Preprint LAGA-Paris 13 2004-28. To appear: Séminaire de Probabilités numéro...
The job starts, giving a concise idea of the theory of Lebesgue integration, Stieltjes and convergen...
International audienceThis article focuses on a new concept of quadratic variation for processes tak...
The paper reminds the basic ideas of stochastic calculus via regularizations in Banach spaces and it...
Numeric methods are effective tools to solve science or engineering problems , which use determinist...
This paper discusses a new notion of quadratic variation and covariation for Banach space valued pro...
AbstractIn this paper, we introduce first a natural generalization of the concept of Dirichlet proce...