Stochastic integration for set-indexed processes

Ely Merzbach; Diane Saada

doi:10.1007/bf02803521

Stochastic integration for set-indexed processes

Israel Journal of Mathematics ◽

10.1007/bf02803521 ◽

2000 ◽

Vol 118 (1) ◽

pp. 157-181 ◽

Cited By ~ 2

Author(s):

Ely Merzbach ◽

Diane Saada

Keyword(s):

Stochastic Integration

Download Full-text

An approximate approach to fractional stochastic integration and its applications

Brazilian Journal of Probability and Statistics ◽

10.1214/08-bjps013 ◽

2010 ◽

Vol 24 (1) ◽

pp. 57-67 ◽

Cited By ~ 6

Author(s):

Nguyen Tien Dung ◽

Tran Hung Thao

Keyword(s):

Stochastic Integration ◽

Approximate Approach

Download Full-text

Stochastic integration with respect to Volterra processes

Annales de l Institut Henri Poincaré Probabilités et Statistiques ◽

10.1016/j.anihpb.2004.03.004 ◽

2005 ◽

Vol 41 (2) ◽

pp. 123-149 ◽

Cited By ~ 22

Author(s):

L DECREUSEFOND

Keyword(s):

Stochastic Integration

Download Full-text

Stochastic Integration and Differential Equations— Physical Approach

Symposia on Theoretical Physics and Mathematics 9 ◽

10.1007/978-1-4684-7673-6_12 ◽

1969 ◽

pp. 109-129

Author(s):

S. K. Srinivasan

Keyword(s):

Differential Equations ◽

Stochastic Integration ◽

Physical Approach

Download Full-text

Stochastic Integration

Springer Finance - Mathematical Finance ◽

10.1007/978-3-030-26106-1_3 ◽

2019 ◽

pp. 171-248

Author(s):

Ernst Eberlein ◽

Jan Kallsen

Keyword(s):

Stochastic Integration

Download Full-text

STOCHASTIC INTEGRATION

Vector and Operator Valued Measures and Applications ◽

10.1016/b978-0-12-702450-9.50020-8 ◽

1973 ◽

pp. 141-148 ◽

Cited By ~ 1

Author(s):

Kiyosi Itô

Keyword(s):

Stochastic Integration

Download Full-text

Algorithm 667: Sigma—a stochastic-integration global minimization algorithm

ACM Transactions on Mathematical Software ◽

10.1145/50063.51908 ◽

1988 ◽

Vol 14 (4) ◽

pp. 366-380 ◽

Cited By ~ 16

Author(s):

Filippo Aluffi-Pentini ◽

Valerio Parisi ◽

Francesco Zirilli

Keyword(s):

Global Minimization ◽

Stochastic Integration ◽

Minimization Algorithm

Download Full-text

Stochastic integration with respect to a stochastic integral

Stochastic Analysis and Applications ◽

10.1080/07362999708809503 ◽

1997 ◽

Vol 15 (5) ◽

pp. 701-721

Author(s):

Nicolae Dinculeanu

Keyword(s):

Stochastic Integral ◽

Stochastic Integration

Download Full-text

Stochastic integration in UMD Banach spaces

The Annals of Probability ◽

10.1214/009117906000001006 ◽

2007 ◽

Vol 35 (4) ◽

pp. 1438-1478 ◽

Cited By ~ 83

Author(s):

J. M. A. M. van Neerven ◽

M. C. Veraar ◽

L. Weis

Keyword(s):

Banach Spaces ◽

Stochastic Integration ◽

Umd Banach Spaces

Download Full-text

Stochastic Integration Proves Ito's Formula

Elementary Calculus of Financial Mathematics ◽

10.1137/1.9780898718225.ch4 ◽

2011 ◽

pp. 93-114

Keyword(s):

Itô’S Formula ◽

Stochastic Integration ◽

Itô's Formula ◽

Ito’S Formula ◽

Ito's Formula

Download Full-text

Stochastic Integration

Applied Mathematics - Continuous Stochastic Calculus with Applications to Finance ◽

10.1201/9781420035599.ch3 ◽

2000 ◽

Keyword(s):

Stochastic Integration

Download Full-text