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Volumn 111, Issue 3, 1998, Pages 333-374

Integration with respect to fractal functions and stochastic calculus. I

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EID: 0038290919     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s004400050171     Document Type: Article
Times cited : (495)

References (14)
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    • (1993) Studia Math. , vol.107 , pp. 171-204
    • Ciesielski, Z.1    Kerkyacharian, G.2    Roynette, R.3
  • 2
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    • Random fourier transforms
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    • Multiple Wiener integral
    • Itô, K.: Multiple Wiener integral, J. Math. Soc. Japan 3, 157-169 (1951)
    • (1951) J. Math. Soc. Japan , vol.3 , pp. 157-169
    • Itô, K.1
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    • Fractional brownian motions, fractional noises and applications
    • Mandelbrot, B.B., van Ness, J.W.: Fractional Brownian Motions, Fractional Noises and Applications, SIAM Review 10, 422-437 (1968)
    • (1968) SIAM Review , vol.10 , pp. 422-437
    • Mandelbrot, B.B.1    Van Ness, J.W.2
  • 6
    • 0040854443 scopus 로고
    • Non causal stochastic integrals and calculus
    • Stochastic Analysis and Related Topics, H. Korezlioglu and A. S. Ustunel Eds.
    • Nualart, D.: Non causal stochastic integrals and calculus, in: Stochastic Analysis and Related Topics, H. Korezlioglu and A. S. Ustunel Eds., Lecture Notes in Math. 1316, 80-129 (1986)
    • (1986) Lecture Notes in Math. , vol.1316 , pp. 80-129
    • Nualart, D.1
  • 7
    • 43749087899 scopus 로고
    • Analysis III - Spaces of differentiable functions
    • Springer
    • Nikol'ski, S.M. (Ed.): Analysis III - Spaces of differentiable functions, Encyclop. Math. Sciences 26 Springer 1991
    • (1991) Encyclop. Math. Sciences , pp. 26
    • Nikol'ski, S.M.1
  • 8
    • 0001626619 scopus 로고
    • Stochastic calculus with anticipating integrands
    • Nualart, D., and Pardoux, E.: Stochastic calculus with anticipating integrands, Probab. Th. Rel. Fields 73, 535-581 (1988)
    • (1988) Probab. Th. Rel. Fields , vol.73 , pp. 535-581
    • Nualart, D.1    Pardoux, E.2
  • 9
    • 0011316891 scopus 로고
    • Application of anticipating stochastic calculus to stochastic differential equations
    • Stochastic Analysis and Related Topics II, H. Korezlioglu and A. S. Ustunel Eds.
    • Pardoux, E.: Application of anticipating stochastic calculus to stochastic differential equations, in: Stochastic Analysis and Related Topics II, H. Korezlioglu and A. S. Ustunel Eds., Lecture Notes in Math. 1444, 63-105 (1988)
    • (1988) Lecture Notes in Math. , vol.1444 , pp. 63-105
    • Pardoux, E.1
  • 12
    • 0001764417 scopus 로고
    • On a generalization of a stochastic integral
    • Skorohod, A.V.: On a generalization of a stochastic integral, Theory Probab. Appl. 20, 219-233 (1975)
    • (1975) Theory Probab. Appl. , vol.20 , pp. 219-233
    • Skorohod, A.V.1
  • 14
    • 0031447221 scopus 로고    scopus 로고
    • Fractional differentiation in the self-affine case V - The fractional degree of differentiability
    • Zähle, M.: Fractional differentiation in the self-affine case V - The fractional degree of differentiability, Math. Nachr. 185, 279-306 (1997)
    • (1997) Math. Nachr. , vol.185 , pp. 279-306
    • Zähle, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.