AbstractConditions are given under which the order of differentiation with respect to a parameter and integration with respect to a locally square-integrable martingale may be interchanged
AbstractWe consider a stochastic differential equation with anticipating initial value and drift, an...
In this paper, general order conditions and a global convergence proof are given for stochastic Rung...
AbstractFor a one-parameter process of the form Xt=X0+∫t0φsdWs+∫t0ψsds, where W is a Wiener process ...
AbstractConditions are given under which the order of differentiation with respect to a parameter an...
AbstractIn this note we develop the theory of stochastic integration w.r.t. continuous local marting...
AbstractLet {Xt} be a continuous square integrable martingale. Denote its increasing (natural) proce...
AbstractWe give a sufficient condition for existence of the nonadapted extension of the stochastic i...
Abweichender Titel nach Übersetzung der Verfasserin/des VerfassersDiese Arbeit beschäftigt sich mit ...
AbstractExamples of square integrable martingales adapted to processes with independent increments a...
Abstract. Recently, van Neerven, Weis and the author, constructed a the-ory for stochastic integrati...
Stochastic differential equation with pathwise integral with respect to fractional Brownian motion i...
In this article, we construct a mapping I: D[0, ∞)×D[0,∞)→D[0,∞) such t...
In this paper we construct a theory of stochastic integration of processes with values in L(H,E), wh...
AbstractLet M be a 4N-integrable, real-valued continuous N-parameter strong martingale. Burkholder's...
It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A...
AbstractWe consider a stochastic differential equation with anticipating initial value and drift, an...
In this paper, general order conditions and a global convergence proof are given for stochastic Rung...
AbstractFor a one-parameter process of the form Xt=X0+∫t0φsdWs+∫t0ψsds, where W is a Wiener process ...
AbstractConditions are given under which the order of differentiation with respect to a parameter an...
AbstractIn this note we develop the theory of stochastic integration w.r.t. continuous local marting...
AbstractLet {Xt} be a continuous square integrable martingale. Denote its increasing (natural) proce...
AbstractWe give a sufficient condition for existence of the nonadapted extension of the stochastic i...
Abweichender Titel nach Übersetzung der Verfasserin/des VerfassersDiese Arbeit beschäftigt sich mit ...
AbstractExamples of square integrable martingales adapted to processes with independent increments a...
Abstract. Recently, van Neerven, Weis and the author, constructed a the-ory for stochastic integrati...
Stochastic differential equation with pathwise integral with respect to fractional Brownian motion i...
In this article, we construct a mapping I: D[0, ∞)×D[0,∞)→D[0,∞) such t...
In this paper we construct a theory of stochastic integration of processes with values in L(H,E), wh...
AbstractLet M be a 4N-integrable, real-valued continuous N-parameter strong martingale. Burkholder's...
It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A...
AbstractWe consider a stochastic differential equation with anticipating initial value and drift, an...
In this paper, general order conditions and a global convergence proof are given for stochastic Rung...
AbstractFor a one-parameter process of the form Xt=X0+∫t0φsdWs+∫t0ψsds, where W is a Wiener process ...
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