Introduction au calcul stochastique
Introduction to the Theory of the It-type Stochastic Integrals and Stochastic Differential Equations
Itô-Henstock integral and Itô's formula for the operator-valued stochastic process
In this paper, we introduce the Itô-Henstock integral of an operator-valued stochastic process and formulate a version of Itô's formula.
Itô's formula with respect to fractional Brownian motion and its application.
Itô-Skorohod stochastic equations and applications to finance.