메뉴 건너뛰기




Volumn 107, Issue 2, 2003, Pages 327-350

Erratum: "Equivalence of Volterra processes" (Stochastic Process. Appl. (2003) vol. 107 (327-350) 10.1016/S0304-4149(03)00088-7);Equivalence of Volterra processes

Author keywords

Equivalence; Fractional Brownian motion; Stochastic integrals; Volterra processes

Indexed keywords


EID: 0041928035     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2004.11.002     Document Type: Erratum
Times cited : (48)

References (16)
  • 1
    • 0035537291 scopus 로고    scopus 로고
    • Stochastic calculus with respect to Gaussian processes
    • Alòs E. Mazet O. Nualart D. Stochastic calculus with respect to Gaussian processes Ann. Probab. 29 2001 766-801
    • (2001) Ann. Probab. , vol.29 , pp. 766-801
    • Alòs, E.1    Mazet, O.2    Nualart, D.3
  • 2
    • 0037287316 scopus 로고    scopus 로고
    • Mittag-Leffler's function and stochastic linear Volterra equations of convolution type
    • Bonaccorsi S. Tubaro L. Mittag-Leffler's function and stochastic linear Volterra equations of convolution type Stochastic Anal. Appl. 21 2003 61-78
    • (2003) Stochastic Anal. Appl. , vol.21 , pp. 61-78
    • Bonaccorsi, S.1    Tubaro, L.2
  • 3
    • 0042676237 scopus 로고    scopus 로고
    • Mixed fractional Brownian motion
    • Cheridito P. Mixed fractional Brownian motion Bernoulli 7 2001 913-934
    • (2001) Bernoulli , vol.7 , pp. 913-934
    • Cheridito, P.1
  • 5
    • 0042637937 scopus 로고    scopus 로고
    • Stochastic analysis of the fractional Brownian motion
    • Decreusefond L. "Ustünel A.S. Stochastic analysis of the fractional Brownian motion Potential Anal. 10 2 1999 177-214
    • (1999) Potential Anal. , vol.10 , Issue.2 , pp. 177-214
    • Decreusefond, L.1    Ustünel, A.S.2
  • 7
    • 0004263927 scopus 로고
    • Gaussian processes
    • American Mathematical Society. Translations of Mathematical Monographs
    • Hida, T., Hitsuda, M., 1976. Gaussian processes. American Mathematical Society. Translations of Mathematical Monographs.
    • (1976)
    • Hida, T.1    Hitsuda, M.2
  • 8
    • 84972562211 scopus 로고
    • Representation of Gaussian processes equivalent to Wiener process
    • Hitsuda M. Representation of Gaussian processes equivalent to Wiener process Osaka J. Math. 5 1968 299-312
    • (1968) Osaka J. Math. , vol.5 , pp. 299-312
    • Hitsuda, M.1
  • 9
    • 0041674373 scopus 로고
    • Non-anticipative representations of equivalent Gaussian processes
    • Kallianpur G. Oodaira H. Non-anticipative representations of equivalent Gaussian processes Ann. Probab. 1 1973 104-122
    • (1973) Ann. Probab. , vol.1 , pp. 104-122
    • Kallianpur, G.1    Oodaira, H.2
  • 10
    • 0003752158 scopus 로고
    • Processus stochastiques et mouvement brownien
    • (1948, second edition) Paris: Gauthier-Villars
    • Lévy P. Processus stochastiques et mouvement brownien (1948, second edition) 1965 Gauthier-Villars Paris
    • (1965)
    • Lévy, P.1
  • 11
    • 0000501589 scopus 로고
    • Fractional Brownian motions, fractional noises and applications
    • Mandelbrot B.B. Van Ness J.W. Fractional Brownian motions, fractional noises and applications SIAM Rev. 10 1968 422-437
    • (1968) SIAM Rev. , vol.10 , pp. 422-437
    • Mandelbrot, B.B.1    Van Ness, J.W.2
  • 12
    • 33750073208 scopus 로고    scopus 로고
    • Are classes of deterministic integrands for fractional Brownian motion on a interval complete?
    • Pipiras V. Taqqu M.S. Are classes of deterministic integrands for fractional Brownian motion on a interval complete? Bernoulli 7 2001 873-897
    • (2001) Bernoulli , vol.7 , pp. 873-897
    • Pipiras, V.1    Taqqu, M.S.2
  • 13
    • 0003244044 scopus 로고    scopus 로고
    • Fractional differential equations
    • New York: Academic Press
    • Podlubny I. Fractional differential equations Mathematics in Science and Engineering Vol. 198 1999 Academic Press New York
    • (1999) Mathematics in Science and Engineering , vol.198
    • Podlubny, I.1
  • 14
    • 0003598080 scopus 로고
    • Fractional Integrals and Derivatives
    • London: Gordon and Breach Science
    • Samko S.G. Kilbas A.A. Mariachev O.I. Fractional Integrals and Derivatives 1993 Gordon and Breach Science London
    • (1993)
    • Samko, S.G.1    Kilbas, A.A.2    Mariachev, O.I.3
  • 15
    • 0000730931 scopus 로고
    • Radon-Nikodym derivatives of Gaussian measures
    • Shepp L.A. Radon-Nikodym derivatives of Gaussian measures Ann. Math. Statist. 37 1966 321-354
    • (1966) Ann. Math. Statist. , vol.37 , pp. 321-354
    • Shepp, L.A.1
  • 16
    • 0003427008 scopus 로고    scopus 로고
    • Transformation of Measure on Wiener Space
    • Berlin: Springer
    • Üstünel L.A. Zakai M. Transformation of Measure on Wiener Space 2000 Springer Berlin
    • (2000)
    • Üstünel, L.A.1    Zakai, M.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.