-
1
-
-
0035537291
-
Stochastic calculus with respect to Gaussian processes
-
Alòs E., Mazet O., and 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
-
4
-
-
15444362058
-
The viability theorem for stochastic differential inclusions
-
Aubin J.-P., and Da Prato G. The viability theorem for stochastic differential inclusions. Stoch. Anal. Appl. 16 1 (1998) 1-15
-
(1998)
Stoch. Anal. Appl.
, vol.16
, Issue.1
, pp. 1-15
-
-
Aubin, J.-P.1
Da Prato, G.2
-
5
-
-
12144253132
-
Viability of moving sets for stochastic differential equation
-
Buckdahn R., Quincampoix M., Rainer C., and Rascanu A. Viability of moving sets for stochastic differential equation. Adv. Differential Equations 7 9 (2002) 1045-1072
-
(2002)
Adv. Differential Equations
, vol.7
, Issue.9
, pp. 1045-1072
-
-
Buckdahn, R.1
Quincampoix, M.2
Rainer, C.3
Rascanu, A.4
-
6
-
-
0037270163
-
Stochastic integration with respect to fractional Brownian motion
-
Carmona P., and Coutin L. Stochastic integration with respect to fractional Brownian motion. Ann. Inst. H. Poincaré Probab. Statist. 39 (2003) 27-68
-
(2003)
Ann. Inst. H. Poincaré Probab. Statist.
, vol.39
, pp. 27-68
-
-
Carmona, P.1
Coutin, L.2
-
7
-
-
0042637937
-
Stochastic analysis of the fractional Brownian motion
-
Decreusefond L., and Üstünel A.S. Stochastic analysis of the fractional Brownian motion. Potential Anal. 10 (1998) 177-214
-
(1998)
Potential Anal.
, vol.10
, pp. 177-214
-
-
Decreusefond, L.1
Üstünel, A.S.2
-
8
-
-
0033878593
-
Stochastic calculus for fractional Brownian motion I, Theory
-
Duncan T.E., Hu Y., and Pasik-Duncan B. Stochastic calculus for fractional Brownian motion I, Theory. SIAM J. Control Optim. 38 2 (2000) 582-612
-
(2000)
SIAM J. Control Optim.
, vol.38
, Issue.2
, pp. 582-612
-
-
Duncan, T.E.1
Hu, Y.2
Pasik-Duncan, B.3
-
9
-
-
80053283918
-
Viability for constrained stochastic differential equations
-
Gautier S., and Thibault L. Viability for constrained stochastic differential equations. Differential Integral Equations 6 (1993) 1394-1414
-
(1993)
Differential Integral Equations
, vol.6
, pp. 1394-1414
-
-
Gautier, S.1
Thibault, L.2
-
11
-
-
0000501589
-
Fractional Brownian motions, fractional noises and applications
-
Mandelbrot B.B., and 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
-
-
0041302689
-
A note on viability under distribution constraints
-
Michta M. A note on viability under distribution constraints. Discuss. Math., Algebra Stoch. Methods 18 2 (1998) 215-225
-
(1998)
Discuss. Math., Algebra Stoch. Methods
, vol.18
, Issue.2
, pp. 215-225
-
-
Michta, M.1
-
13
-
-
0003192245
-
A note on stochastic invariance for Ito equations
-
Milian A. A note on stochastic invariance for Ito equations. Bull. Pol. Acad. Sci. Math. 41 2 (1993) 139-150
-
(1993)
Bull. Pol. Acad. Sci. Math.
, vol.41
, Issue.2
, pp. 139-150
-
-
Milian, A.1
-
14
-
-
0141856393
-
Viability of set-valued Ito equation
-
Motyl J. Viability of set-valued Ito equation. Bull. Pol. Acad. Sci. Math. 47 1 (1999) 91-103
-
(1999)
Bull. Pol. Acad. Sci. Math.
, vol.47
, Issue.1
, pp. 91-103
-
-
Motyl, J.1
-
15
-
-
0038771348
-
Differential equations driven by fractional Brownian motion
-
Nualart D., and Rascanu A. Differential equations driven by fractional Brownian motion. Collect. Math. 53 (2002) 55-81
-
(2002)
Collect. Math.
, vol.53
, pp. 55-81
-
-
Nualart, D.1
Rascanu, A.2
-
16
-
-
0000821514
-
An inequality of the Hölder type connected with Stieltjes integration
-
Young L.C. An inequality of the Hölder type connected with Stieltjes integration. Acta Math. 67 (1936) 251-282
-
(1936)
Acta Math.
, vol.67
, pp. 251-282
-
-
Young, L.C.1
-
17
-
-
0038290919
-
Integration with respect to fractal functions and stochastic calculus. I
-
Zähle M. Integration with respect to fractal functions and stochastic calculus. I. Probab. Theory Related Fields 111 (1998) 333-374
-
(1998)
Probab. Theory Related Fields
, vol.111
, pp. 333-374
-
-
Zähle, M.1
-
18
-
-
0013113290
-
On the link between fractional and stochastic calculus
-
Crauel H., and Gundlach M. (Eds). Bremen 1997, Springer
-
Zähle M. On the link between fractional and stochastic calculus. In: Crauel H., and Gundlach M. (Eds). Stochastic Dynamics. Bremen 1997 (1999), Springer 305-325
-
(1999)
Stochastic Dynamics
, pp. 305-325
-
-
Zähle, M.1
|