✦ LIBER ✦

Wick-Itô Formula for Gaussian Processes

✍ Scribed by Nualart, David; Taqqu, Murad S.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Sobolev derivatives and Itô decompositio

✍ G. J. Zimmerman 📂 Article 📅 1992 🏛 Springer 🌐 English ⚖ 716 KB

Itô's formula is the chain rule with wic

✍ R.L. Hudson; R.F. Streater 📂 Article 📅 1981 🏛 Elsevier Science 🌐 English ⚖ 203 KB

An Extension of Itô's Formula for Antici

✍ Elisa Alòs; David Nualart 📂 Article 📅 1998 🏛 Springer US 🌐 English ⚖ 713 KB

Renormalization group limits for Wick po

✍ Enss, Volker 📂 Article 📅 1978 🏛 Elsevier Science 🌐 English ⚖ 827 KB

Lévy's stochastic area formula for gauss

✍ Nobuyuki Ikeda; Sigeo Kusuoka; Shojiro Manabe 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 803 KB

Lévy area for Gaussian processes: A doub

✍ Albert Ferreiro-Castilla; Frederic Utzet 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 284 KB