Results 41 to 50 of about 905 (62)

On semimartingale decompositions of convex functions of semimartingales

Illinois Journal of Mathematics, 1992
Eric A Carlen, Philip Protter
exaly  

On the Ito formula of noncausal type

Proceedings of the Japan Academy Series A: Mathematical Sciences, 1984
Shigeyoshi Ogawa
exaly  

A Wong-Zakai theorem for stochastic PDEs

Journal of the Mathematical Society of Japan, 2015
Martin Hairer, Etienne Pardoux
exaly  

Probabilistic construction of the solution of some higher order parabolic differential equation

Proceedings of the Japan Academy Series A: Mathematical Sciences, 1979
exaly  

An anticipatory Itô formula

Proceedings of the Japan Academy Series A: Mathematical Sciences, 1996
Hui-Hsiung Kuo
exaly  

Quasi sure quadratic variation of smooth martingales

Kyoto Journal of Mathematics, 1994
exaly  

Hitting times for Gaussian processes

Annals of Probability, 2008
Laurent Decreusefond, David Nualart
exaly  

Absolute continuity of probability laws of Wiener functionals

Proceedings of the Japan Academy Series A: Mathematical Sciences, 1978
exaly