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  1. Home
  2. Publications
  3. Stochastic integration with respect to Volterra processes
  1. Home
  2. Publications
  3. Stochastic integration with respect to Volterra processes

Stochastic integration with respect to Volterra processes

Author:
  • LDL. Decreusefond
    L. Decreusefond

Publisher website
Google Scholar
  • 30 April 2005
    • journal article
    • Published by Elsevier in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
    • Vol. 41  (2) , 123-149
    • DOI:10.1016/j.anihpb.2004.03.004
Abstract
No abstract available
Keywords
  • 60H05
  • 60H07
  • 60G15
  • FRACTIONAL BROWNIAN MOTION
  • MALLIAVIN CALCULUS
  • STOCHASTIC INTEGRAL
  • CALCUL DE MALLIAVIN
  • INTÉGRALE STOCHASTIQUE
  • MOUVEMENT BROWNIEN FRACTIONNAIRE
All Related Versions
  • Version 1, 2003-02-05, ArXiv (Unconfirmed version)
Cited by 77 articles
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