Annales de l Institut Henri Poincaré Probabilités et Statistiques · 2005 · 12 citations · 12 references
EngineeringMathematicsProbability TheoryStochastic ModelingStochastic ProcessesBrownian MotionLévy ProcessesMarkov ProcessesPoisson ProcessesStochastic CalculusStochastic Differential EquationsDivergenceItô CalculusItô IntegralMalliavin CalculusStochastic IntegralsStochastic Integration
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M. S. Ramanujan, Helmut Schaefer · American Mathematical Monthly · 1967 · 4K citations
Stochastic Analysis of the Fractional Brownian Motion
Laurent Decreusefond, Ali Süleyman Üstünel · Potential Analysis · 1999 · 770 citations
Engineering, Mathematics, Physics +14
White noise analysis for Lévy processes
Giulia Di Nunno, Bernt Øksendal, Frank Proske · Journal of Functional Analysis · 2003 · 107 citations · Full text
On Fractional Brownian Processes
Denis Feyel, A. de La Pradelle · Potential Analysis · 1999 · 98 citations
Engineering, Mathematics, Physics +12