-
1
-
-
0038433460
-
Stochastic Stratonovich calculus for fractional Brownian motion with Hurst parameter less than 1/2
-
MR1849782
-
E. Alos, J. A. Leon and D. Nualart. Stochastic Stratonovich calculus for fractional Brownian motion with Hurst parameter less than 1/2. Taiwanese J. Math. 5 (2001) 609-632. MR1849782
-
(2001)
Taiwanese J. Math.
, vol.5
, pp. 609-632
-
-
Alos, E.1
Leon, J.A.2
Nualart, D.3
-
2
-
-
0033484276
-
The importance of strictly local martingales; Applications to radial Ornstein-Uhlenbeck processes
-
MR1725406
-
K. D. Elworthy, X.-M. Li and M. Yor. The importance of strictly local martingales; applications to radial Ornstein-Uhlenbeck processes. Probab. Theory Related Fields 115 (1999) 325-355. MR1725406
-
(1999)
Probab. Theory Related Fields
, vol.115
, pp. 325-355
-
-
Elworthy, K.D.1
Li, X.-M.2
Yor, M.3
-
4
-
-
0036183790
-
On a probabilistic description of small scale structures in 3D fluids
-
MR1899111
-
F. Flandoli. On a probabilistic description of small scale structures in 3D fluids. Annal. Inst. H. Poincaré Probab. Statist. 38 (2002) 207-228. MR1899111
-
(2002)
Annal. Inst. H. Poincaré Probab. Statist.
, vol.38
, pp. 207-228
-
-
Flandoli, F.1
-
5
-
-
0036004911
-
The Gibbs ensemble of a vortex filament
-
MR1892850
-
F. Flandoli and M. Gubinelli. The Gibbs ensemble of a vortex filament. Probab. Theory Related Fields 122 (2002) 317-340. MR1892850
-
(2002)
Probab. Theory Related Fields
, vol.122
, pp. 317-340
-
-
Flandoli, F.1
Gubinelli, M.2
-
6
-
-
23244433016
-
Statistics of a vortex filament model
-
MR2164032
-
F. Flandoli and M. Gubinelli. Statistics of a vortex filament model. Electron. J. Prob. 10 (2005) 865-900. MR2164032
-
(2005)
Electron. J. Prob.
, vol.10
, pp. 865-900
-
-
Flandoli, F.1
Gubinelli, M.2
-
8
-
-
23044531159
-
Probabilistic models of vortex filaments
-
MR1864038
-
F. Flandoli and I. Minelli. Probabilistic models of vortex filaments. Czechoslovak Math. J. 51 (2001) 713-731. MR1864038
-
(2001)
Czechoslovak Math. J.
, vol.51
, pp. 713-731
-
-
Flandoli, F.1
Minelli, I.2
-
10
-
-
0000389346
-
Sur le temps local d'intersection du mouvement brownien plan et la méthode de renormalisation de Varadhan
-
Lecture Notes in Math. Springer, Berlin. MR0889492
-
J.-F. Le Gall. Sur le temps local d'intersection du mouvement brownien plan et la méthode de renormalisation de Varadhan. Séminaire de probabilités, XIX, 1983/84 314-331. Lecture Notes in Math. 1123. Springer, Berlin, 1985. MR0889492
-
(1985)
Séminaire de Probabilités XIX, 1983/84
, vol.1123
, pp. 314-331
-
-
Le Gall, J.-F.1
-
11
-
-
0346332490
-
Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index H ≥ 1/4
-
MR2016600
-
M. Gradinaru, F. Russo and P. Vallois. Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index H ≥ 14 . Ann. Probab. 31 (2003) 1772-1820. MR2016600
-
(2003)
Ann. Probab.
, vol.31
, pp. 1772-1820
-
-
Gradinaru, M.1
Russo, F.2
Vallois, P.3
-
12
-
-
19344375364
-
M-order integrals and generalized Itô's formula: The case of a fractional Brownian motion with any Hurst index
-
MR2144234
-
M. Gradinaru, I. Nourdin, F. Russo and P. Vallois. m-order integrals and generalized Itô's formula: the case of a fractional Brownian motion with any Hurst index. Ann. Inst. H. Poincaré Probab. Statist. 41 (2005) 781-806. MR2144234
-
(2005)
Ann. Inst. H. Poincaré Probab. Statist.
, vol.41
, pp. 781-806
-
-
Gradinaru, M.1
Nourdin, I.2
Russo, F.3
Vallois, P.4
-
13
-
-
10644289181
-
Approximation at first and second order of m-order integrals of the fractional Brownian motion and of certain semimartingales
-
MR2041819
-
M. Gradinaru and I. Nourdin. Approximation at first and second order of m-order integrals of the fractional Brownian motion and of certain semimartingales. Electron. J. Probab. 8 (2003) 26 pp. MR2041819
-
(2003)
Electron. J. Probab.
, vol.8
-
-
Gradinaru, M.1
Nourdin, I.2
-
14
-
-
4344654665
-
Controlling rough paths
-
MR2091358
-
M. Gubinelli. Controlling rough paths. J. Funct. Anal. 216 (2004) 86-140. MR2091358
-
(2004)
J. Funct. Anal.
, vol.216
, pp. 86-140
-
-
Gubinelli, M.1
-
16
-
-
0032347402
-
Differential equations driven by rough signals
-
MR1654527
-
T. J. Lyons. Differential equations driven by rough signals. Revista Math. Iberoamericana 14 (1998) 215-310. MR1654527
-
(1998)
Revista Math. Iberoamericana
, vol.14
, pp. 215-310
-
-
Lyons, T.J.1
-
20
-
-
0002992001
-
Stochastic calculus with respect to continuous finite quadratic variation processes
-
MR1785063
-
F. Russo and P. Vallois. Stochastic calculus with respect to continuous finite quadratic variation processes. Stochastics Stochastics Rep. 70 (2000) 1-40. MR1785063
-
(2000)
Stochastics Stochastics Rep.
, vol.70
, pp. 1-40
-
-
Russo, F.1
Vallois, P.2
-
21
-
-
34547534189
-
Elements of stochastic calculus via regularization
-
C. Donati-Martin, M. Emery, A. Rouault and C. Stricker (Eds). Lecture Notes in Math. 1899 Springer, Berlin, Heidelberg
-
F. Russo and P. Vallois. Elements of stochastic calculus via regularization. Séminaire de Probabilités XL 147-186. C. Donati-Martin, M. Emery, A. Rouault and C. Stricker (Eds). Lecture Notes in Math. 1899. Springer, Berlin, Heidelberg, 2007.
-
(2007)
Séminaire de Probabilités XL
, pp. 147-186
-
-
Russo, F.1
Vallois, P.2
|