Transformations of index set for Skorokhod integral with respect to Gaussian processes.
Gawarecki, Leszek (1999)
Journal of Applied Mathematics and Stochastic Analysis
Similarity:
Displaying similar documents to “An Itô type isometry for loops in via the brownian bridge”
Transformations of index set for Skorokhod integral with respect to Gaussian processes.
Strong existence, uniqueness and non-uniqueness in an equation involving local time
Martin T. Barlow, Edwin A. Perkins (1983)
Séminaire de probabilités de Strasbourg
Similarity:
Stochastic methods and differential geometry
K. David Elworthy (1980-1981)
Séminaire Bourbaki
Similarity:
Skorokhod imbedding via stochastic integrals
Richard F. Bass (1983)
Séminaire de probabilités de Strasbourg
Similarity:
Girsanov type formula for a Lie group valued brownian motion
Rajeeva L. Karandikar (1983)
Séminaire de probabilités de Strasbourg
Similarity:
Canonical decompositions of certain generalized Brownian bridges.
Alili, Larbi (2002)
Electronic Communications in Probability [electronic only]
Similarity:
The Banach fixed point method for Ito stochastic differential equations
T. Barth, A. U. Kussmaul (1981)
Annales scientifiques de l'Université de Clermont. Mathématiques
Similarity:
Variably skewed Brownian motion.
Barlow, Martin, Burdzy, Krzysztof, Kaspi, Haya, Mandelbaum, Avi (2000)
Electronic Communications in Probability [electronic only]
Similarity:
Distributions of functionals of diffusions with jumps.
Borodin, A.N. (2005)
Zapiski Nauchnykh Seminarov POMI
Similarity: