Stochastic Processes and their Applications · 2001 · 59 citations · 16 references
EngineeringPhysicsStochastic ProcessesBrownian MotionDiffusion ProcessesLévy ProcessesMarkov ProcessesStochastic CalculusFractional Brownian MotionStandard Brownian Motion
16
Stochastic Analysis of the Fractional Brownian Motion
Laurent Decreusefond, Ali Süleyman Üstünel · Potential Analysis · 1999 · 770 citations
Engineering, Mathematics, Physics +14
Stochastic Calculus with Respect to Gaussian Processes
Elisa Alòs, Olivier Mazet, David Nualart · The Annals of Probability · 2001 · 551 citations · Full text
Engineering, Mathematics, Physics +11