Aidara, Sadibou; Ndiaye, Bidji; Sow, Ahmadou Bamba Averaging principle for BSDEs driven by fractional Brownian motion with non Lipschitz coefficients. (English) Zbl 07906598 Electron. J. Math. Anal. Appl. 12, No. 1, Paper No. 7, 12 p. (2024). MSC: 60H05 60H07 60G22 PDFBibTeX XMLCite \textit{S. Aidara} et al., Electron. J. Math. Anal. Appl. 12, No. 1, Paper No. 7, 12 p. (2024; Zbl 07906598) Full Text: DOI
Qian, Zhongmin; Xu, Xingcheng Lévy area analysis and parameter estimation for fOU processes via non-geometric rough path theory. (English) Zbl 07906336 Acta Math. Sci., Ser. B, Engl. Ed. 44, No. 5, 1609-1638 (2024). MSC: 60H05 62F12 62M09 91G30 PDFBibTeX XMLCite \textit{Z. Qian} and \textit{X. Xu}, Acta Math. Sci., Ser. B, Engl. Ed. 44, No. 5, 1609--1638 (2024; Zbl 07906336) Full Text: DOI arXiv
Kardaras, Constantinos Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to mathematical finance. (English) Zbl 07900394 Ann. Appl. Probab. 34, No. 3, 2566-2599 (2024). MSC: 60H05 91G10 PDFBibTeX XMLCite \textit{C. Kardaras}, Ann. Appl. Probab. 34, No. 3, 2566--2599 (2024; Zbl 07900394) Full Text: DOI arXiv Link
Bouchard, Bruno; Tan, Xiaolu; Wang, Jixin A \(C^1\)-Itô’s formula for flows of semimartingale distributions. (English) Zbl 07898815 Appl. Math. Optim. 90, No. 1, Paper No. 26, 31 p. (2024). MSC: 60H05 60G05 49N60 35D40 35F21 PDFBibTeX XMLCite \textit{B. Bouchard} et al., Appl. Math. Optim. 90, No. 1, Paper No. 26, 31 p. (2024; Zbl 07898815) Full Text: DOI arXiv OA License
Ibragimov, I. A.; Smorodina, N. V.; Faddeev, M. M. A remark on the Itô formula. (English. Russian original) Zbl 07898578 Theory Probab. Appl. 69, No. 2, 227-242 (2024); translation from Teor. Veroyatn. Primen. 69, No. 1, 285-304 (2024). MSC: 60H05 PDFBibTeX XMLCite \textit{I. A. Ibragimov} et al., Theory Probab. Appl. 69, No. 2, 227--242 (2024; Zbl 07898578); translation from Teor. Veroyatn. Primen. 69, No. 1, 285--304 (2024) Full Text: DOI
Luc T. Tuyen; Vu T. Luan A representation theorem for set-valued submartingales. (English) Zbl 07880484 Stochastic Anal. Appl. 42, No. 3, 487-498 (2024). MSC: 60H05 60G44 PDFBibTeX XMLCite \textit{Luc T. Tuyen} and \textit{Vu T. Luan}, Stochastic Anal. Appl. 42, No. 3, 487--498 (2024; Zbl 07880484) Full Text: DOI arXiv
Kuznetsov, Dmitriy Feliksovich A new approach to the series expansion of iterated Stratonovich stochastic integrals with respect to components of a multidimensional Wiener process. The case of arbitrary complete orthonormal systems in Hilbert space. (English) Zbl 07878166 Differ. Uravn. Protsessy Upr. 2024, No. 2, 73-180 (2024). MSC: 60H05 60H10 65C30 60H35 PDFBibTeX XMLCite \textit{D. F. Kuznetsov}, Differ. Uravn. Protsessy Upr. 2024, No. 2, 73--180 (2024; Zbl 07878166) Full Text: Link
Biagini, Sara; Žitković, Gordan Representation of random variables as Lebesgue integrals. (English) Zbl 07874404 Bernoulli 30, No. 3, 1878-1893 (2024). MSC: 60H05 60H15 PDFBibTeX XMLCite \textit{S. Biagini} and \textit{G. Žitković}, Bernoulli 30, No. 3, 1878--1893 (2024; Zbl 07874404) Full Text: DOI arXiv Link
Gottwald, Georg A.; Melbourne, Ian Time-reversibility and nonvanishing Lévy area. (English) Zbl 07867521 Nonlinearity 37, No. 7, Article ID 075018, 12 p. (2024). MSC: 60H05 37A50 37D25 60L20 PDFBibTeX XMLCite \textit{G. A. Gottwald} and \textit{I. Melbourne}, Nonlinearity 37, No. 7, Article ID 075018, 12 p. (2024; Zbl 07867521) Full Text: DOI arXiv OA License
Wang, Bingjun; Gao, Hongjun; Yuan, Mingxia; Xiao, Qingkun Reflected backward stochastic differential equations driven by \(G\)-Brownian motion under monotonicity condition. (English) Zbl 07865989 J. Theor. Probab. 37, No. 2, 1902-1926 (2024). MSC: 60H05 60H10 60H20 PDFBibTeX XMLCite \textit{B. Wang} et al., J. Theor. Probab. 37, No. 2, 1902--1926 (2024; Zbl 07865989) Full Text: DOI
Bethencourt de León, Aythami; Takao, So A geometric extension of the Itô-Wentzell and Kunita’s formulas. (English) Zbl 1540.60095 Stochastic Processes Appl. 172, Article ID 104335, 16 p. (2024). MSC: 60H05 35Q35 60H15 PDFBibTeX XMLCite \textit{A. Bethencourt de León} and \textit{S. Takao}, Stochastic Processes Appl. 172, Article ID 104335, 16 p. (2024; Zbl 1540.60095) Full Text: DOI arXiv
Breton, Jean-Christophe; Privault, Nicolas Wasserstein distance estimates for jump-diffusion processes. (English) Zbl 07842650 Stochastic Processes Appl. 172, Article ID 104334, 16 p. (2024). Reviewer: Monique Pontier (Toulouse) MSC: 60H05 60H10 60G57 60G44 60J60 60J76 PDFBibTeX XMLCite \textit{J.-C. Breton} and \textit{N. Privault}, Stochastic Processes Appl. 172, Article ID 104334, 16 p. (2024; Zbl 07842650) Full Text: DOI arXiv
Jornet, Marc Derivative of certain stochastic integrals with anticipating integrands. (English) Zbl 1534.60067 Mediterr. J. Math. 21, No. 1, Paper No. 19, 12 p. (2024). MSC: 60H05 60H10 PDFBibTeX XMLCite \textit{M. Jornet}, Mediterr. J. Math. 21, No. 1, Paper No. 19, 12 p. (2024; Zbl 1534.60067) Full Text: DOI OA License
Armstrong, John; Ionescu, Andrei Itô stochastic differentials. (English) Zbl 1539.60064 Stochastic Processes Appl. 171, Article ID 104317, 19 p. (2024). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H05 60H10 60G48 PDFBibTeX XMLCite \textit{J. Armstrong} and \textit{A. Ionescu}, Stochastic Processes Appl. 171, Article ID 104317, 19 p. (2024; Zbl 1539.60064) Full Text: DOI arXiv
Chen, Huiping; Chen, Yong; Liu, Yong Kernel representation formula: from complex to real Wiener-Itô integrals and vice versa. (English) Zbl 07785671 Stochastic Processes Appl. 167, Article ID 104241, 36 p. (2024). MSC: 60H05 60H07 PDFBibTeX XMLCite \textit{H. Chen} et al., Stochastic Processes Appl. 167, Article ID 104241, 36 p. (2024; Zbl 07785671) Full Text: DOI arXiv
Cambronero, Santiago; Campos, David; Fonseca-Mora, C. A.; Mena, Darío Itô’s Formula for Itô processes defined with respect to a cylindrical-martingale valued measure. arXiv:2407.16086 Preprint, arXiv:2407.16086 [math.PR] (2024). MSC: 60H05 60H15 60B11 60G48 BibTeX Cite \textit{S. Cambronero} et al., ``Itô's Formula for Itô processes defined with respect to a cylindrical-martingale valued measure'', Preprint, arXiv:2407.16086 [math.PR] (2024) Full Text: arXiv OA License
Taniguchi, Setsuo Transformations and quadratic forms on Wiener spaces. arXiv:2404.02401 Preprint, arXiv:2404.02401 [math.PR] (2024). MSC: 60H05 58C20 BibTeX Cite \textit{S. Taniguchi}, ``Transformations and quadratic forms on Wiener spaces'', Preprint, arXiv:2404.02401 [math.PR] (2024) Full Text: arXiv OA License
Choulli, Tahir; Schweizer, Martin New Stochastic Fubini Theorems. arXiv:2403.13791 Preprint, arXiv:2403.13791 [math.PR] (2024). MSC: 60H05 28B05 60G48 BibTeX Cite \textit{T. Choulli} and \textit{M. Schweizer}, ``New Stochastic Fubini Theorems'', Preprint, arXiv:2403.13791 [math.PR] (2024) Full Text: arXiv OA License
Bodó, Gergely; Riedle, Markus Stochastic integration with respect to cylindrical Lévy processes in Hilbert spaces. arXiv:2403.10453 Preprint, arXiv:2403.10453 [math.PR] (2024). MSC: 60H05 60G20 60G51 28C20 BibTeX Cite \textit{G. Bodó} and \textit{M. Riedle}, ``Stochastic integration with respect to cylindrical Lévy processes in Hilbert spaces'', Preprint, arXiv:2403.10453 [math.PR] (2024) Full Text: arXiv OA License
Manikin, Boris; Radchenko, Vadym Sample path properties of multidimensional integral with respect to stochastic measure. arXiv:2401.06425 Preprint, arXiv:2401.06425 [math.PR] (2024). MSC: 60H05 60G60 60G17 BibTeX Cite \textit{B. Manikin} and \textit{V. Radchenko}, ``Sample path properties of multidimensional integral with respect to stochastic measure'', Preprint, arXiv:2401.06425 [math.PR] (2024) Full Text: DOI arXiv OA License
Singh, Soumyendra An exponential linear unit based neural network approach for optimizing numerical solutions of stochastic integral equation. (English) Zbl 1536.60045 J. Integral Equations Appl. 35, No. 4, 473-486 (2023). MSC: 60H05 65C30 65K10 68T07 PDFBibTeX XMLCite \textit{S. Singh}, J. Integral Equations Appl. 35, No. 4, 473--486 (2023; Zbl 1536.60045) Full Text: DOI Link
Saci, Akram; Redjil, Amel; Boutabia, Hacene; Kebiri, Omar Fractional stochastic differential equations driven by \(G\)-Brownian motion with delays. (English) Zbl 1532.60111 Probab. Math. Stat. 43, No. 1, 1-21 (2023). MSC: 60H05 60G65 60H20 34C29 PDFBibTeX XMLCite \textit{A. Saci} et al., Probab. Math. Stat. 43, No. 1, 1--21 (2023; Zbl 1532.60111) Full Text: DOI
Hoshino, Kiyoiki On the stochastic differentiability of noncausal processes with respect to the process with quadratic variation. (English) Zbl 1540.60098 Stochastics 95, No. 8, 1446-1473 (2023). MSC: 60H05 60H07 PDFBibTeX XMLCite \textit{K. Hoshino}, Stochastics 95, No. 8, 1446--1473 (2023; Zbl 1540.60098) Full Text: DOI
Kuznetsov, Dmitriy Feliksovich A new proof of the expansion of iterated Itô stochastic integrals with respect to the components of a multidimensional Wiener process based on generalized multiple Fourier series and Hermite polynomials. (English) Zbl 1533.60078 Differ. Uravn. Protsessy Upr. 2023, No. 4, 67-124 (2023). MSC: 60H05 60H10 65C30 PDFBibTeX XMLCite \textit{D. F. Kuznetsov}, Differ. Uravn. Protsessy Upr. 2023, No. 4, 67--124 (2023; Zbl 1533.60078) Full Text: arXiv Link
Rybakov, Konstantin Aleksandrovich Features of the expansion of multiple stochastic Stratonovich integrals using Walsh and Haar functions. (Russian. English summary) Zbl 1531.60034 Differ. Uravn. Protsessy Upr. 2023, No. 1, 137-150 (2023). MSC: 60H05 42C10 PDFBibTeX XMLCite \textit{K. A. Rybakov}, Differ. Uravn. Protsessy Upr. 2023, No. 1, 137--150 (2023; Zbl 1531.60034) Full Text: Link
Bondici, László; Prokaj, Vilmos Example of a Dirichlet process whose zero energy part has finite \(p\)-th variation. (English) Zbl 07790359 Electron. Commun. Probab. 28, Paper No. 53, 13 p. (2023). MSC: 60H05 60J55 60J65 PDFBibTeX XMLCite \textit{L. Bondici} and \textit{V. Prokaj}, Electron. Commun. Probab. 28, Paper No. 53, 13 p. (2023; Zbl 07790359) Full Text: DOI arXiv
Dotti, Sylvain Elementary processes for Itô integral against cylindrical Wiener process. (English) Zbl 1540.60096 Probab. Surv. 20, 802-836 (2023). Reviewer: Ze-Chun Hu (Chengdu) MSC: 60H05 60J65 60G99 60H40 PDFBibTeX XMLCite \textit{S. Dotti}, Probab. Surv. 20, 802--836 (2023; Zbl 1540.60096) Full Text: DOI Link
Jarad, Fahd; Sahoo, Soubhagya Kumar; Nisar, Kottakkaran Sooppy; Treanţă, Savin; Emadifar, Homan; Botmart, Thongchai New stochastic fractional integral and related inequalities of Jensen-Mercer and Hermite-Hadamard-Mercer type for convex stochastic processes. (English) Zbl 1532.60110 J. Inequal. Appl. 2023, Paper No. 51, 18 p. (2023). MSC: 60H05 26A33 26A51 26D15 PDFBibTeX XMLCite \textit{F. Jarad} et al., J. Inequal. Appl. 2023, Paper No. 51, 18 p. (2023; Zbl 1532.60110) Full Text: DOI OA License
Hess, Markus The stochastic Leibniz formula for Volterra integrals under enlarged filtrations. (English) Zbl 1537.60064 Stoch. Models 39, No. 4, 823-850 (2023). MSC: 60H05 60H20 60G20 60G44 60H10 60G51 60G57 PDFBibTeX XMLCite \textit{M. Hess}, Stoch. Models 39, No. 4, 823--850 (2023; Zbl 1537.60064) Full Text: DOI
Krylov, N. V. On nondegenerate Itô processes with moderated drift. (English) Zbl 1524.60112 Theory Probab. Appl. 68, No. 3, 510-536 (2023) and Teor. Veroyatn. Primen. 68, No. 3, 630-660 (2023). MSC: 60H05 35B50 35B45 PDFBibTeX XMLCite \textit{N. V. Krylov}, Theory Probab. Appl. 68, No. 3, 510--536 (2023; Zbl 1524.60112) Full Text: DOI arXiv
Kusuoka, Shigeo; Osajima, Yasufumi A remark on quadratic functionals of Brownian motions. (English) Zbl 1540.60099 J. Math. Sci., Tokyo 30, No. 1, 1-20 (2023). Reviewer: Martin Ondreját (Praha) MSC: 60H05 60J65 60E10 PDFBibTeX XMLCite \textit{S. Kusuoka} and \textit{Y. Osajima}, J. Math. Sci., Tokyo 30, No. 1, 1--20 (2023; Zbl 1540.60099) Full Text: Link
Jornet, Marc On the Ayed-Kuo stochastic integration for anticipating integrands. (English) Zbl 1524.60110 Stochastic Anal. Appl. 41, No. 5, 974-998 (2023). MSC: 60H05 60H10 PDFBibTeX XMLCite \textit{M. Jornet}, Stochastic Anal. Appl. 41, No. 5, 974--998 (2023; Zbl 1524.60110) Full Text: DOI
dos Reis, Gonçalo; Platonov, Vadim Itô-Wentzell-Lions formula for measure dependent random fields under full and conditional measure flows. (English) Zbl 1535.60089 Potential Anal. 59, No. 3, 1313-1344 (2023). MSC: 60H05 60H10 60H15 PDFBibTeX XMLCite \textit{G. dos Reis} and \textit{V. Platonov}, Potential Anal. 59, No. 3, 1313--1344 (2023; Zbl 1535.60089) Full Text: DOI arXiv OA License
Pramanik, Paramahansa; Polansky, Alan M. Scoring a goal optimally in a soccer game under Liouville-like quantum gravity action. (English) Zbl 1535.60091 SN Oper. Res. Forum 4, No. 3, Paper No. 66, 39 p. (2023). MSC: 60H05 49N80 81S40 91A15 PDFBibTeX XMLCite \textit{P. Pramanik} and \textit{A. M. Polansky}, SN Oper. Res. Forum 4, No. 3, Paper No. 66, 39 p. (2023; Zbl 1535.60091) Full Text: DOI arXiv
Cai, Cheng; De Angelis, Tiziano A change of variable formula with applications to multi-dimensional optimal stopping problems. (English) Zbl 1525.60066 Stochastic Processes Appl. 164, 33-61 (2023). MSC: 60H05 60G44 60J60 60J65 60G40 35R35 PDFBibTeX XMLCite \textit{C. Cai} and \textit{T. De Angelis}, Stochastic Processes Appl. 164, 33--61 (2023; Zbl 1525.60066) Full Text: DOI arXiv OA License
Bonotto, Everaldo M.; Collegari, Rodolfo; Federson, Márcia; Gill, Tepper Operator-valued stochastic differential equations in the context of Kurzweil-like equations. (English) Zbl 07723316 J. Math. Anal. Appl. 527, No. 2, Article ID 127464, 27 p. (2023). MSC: 60H05 60H10 34K45 34K05 PDFBibTeX XMLCite \textit{E. M. Bonotto} et al., J. Math. Anal. Appl. 527, No. 2, Article ID 127464, 27 p. (2023; Zbl 07723316) Full Text: DOI
Hirai, Yuki Itô-Föllmer calculus in Banach spaces. I: The Itô formula. (English) Zbl 1540.60097 Electron. J. Probab. 28, Paper No. 89, 41 p. (2023). MSC: 60H05 PDFBibTeX XMLCite \textit{Y. Hirai}, Electron. J. Probab. 28, Paper No. 89, 41 p. (2023; Zbl 1540.60097) Full Text: DOI arXiv
Wu, Hao; Hu, Junhao Mean-field backward doubly stochastic Volterra integral equations and their applications. (English) Zbl 1515.60171 Discrete Contin. Dyn. Syst., Ser. S 16, No. 5, 937-966 (2023). MSC: 60H05 60H20 60H10 PDFBibTeX XMLCite \textit{H. Wu} and \textit{J. Hu}, Discrete Contin. Dyn. Syst., Ser. S 16, No. 5, 937--966 (2023; Zbl 1515.60171) Full Text: DOI
Ogawa, Shigeyoshi Noncausal calculus approach to Wong-Zakai’s theorem on the approximation of SDE by physically realizable model. (English) Zbl 1515.60169 Japan J. Ind. Appl. Math. 40, No. 2, 1305-1328 (2023). MSC: 60H05 60J65 26A24 PDFBibTeX XMLCite \textit{S. Ogawa}, Japan J. Ind. Appl. Math. 40, No. 2, 1305--1328 (2023; Zbl 1515.60169) Full Text: DOI
Yuan, Mingxia; Wang, Bingjun; Yang, Zhiyan On the averaging principle for stochastic differential equations driven by \(G\)-Lévy process. (English) Zbl 1515.60172 Stat. Probab. Lett. 195, Article ID 109789, 8 p. (2023). MSC: 60H05 60H10 60G65 PDFBibTeX XMLCite \textit{M. Yuan} et al., Stat. Probab. Lett. 195, Article ID 109789, 8 p. (2023; Zbl 1515.60172) Full Text: DOI
Garzón, Johanna; León, Jorge A.; Torres, Soledad Forward integration of bounded variation coefficients with respect to Hölder continuous processes. (English) Zbl 1538.60085 Bernoulli 29, No. 3, 1877-1904 (2023). MSC: 60H05 60H10 60G22 PDFBibTeX XMLCite \textit{J. Garzón} et al., Bernoulli 29, No. 3, 1877--1904 (2023; Zbl 1538.60085) Full Text: DOI Link
Cioica-Licht, Petru A.; Cox, Sonja G.; Veraar, Mark C. Stochastic integration in quasi-Banach spaces. (English) Zbl 1515.60168 Stud. Math. 269, No. 1, 1-64 (2023). MSC: 60H05 46A16 60B11 PDFBibTeX XMLCite \textit{P. A. Cioica-Licht} et al., Stud. Math. 269, No. 1, 1--64 (2023; Zbl 1515.60168) Full Text: DOI arXiv
Lechiheb, Atef Wiener integrals with respect to the generalized Hermite process (gHp). Applications: SDEs with ghp noise. (English) Zbl 1507.60071 Random Oper. Stoch. Equ. 31, No. 1, 87-102 (2023). MSC: 60H05 60F05 60G17 60H07 60H10 PDFBibTeX XMLCite \textit{A. Lechiheb}, Random Oper. Stoch. Equ. 31, No. 1, 87--102 (2023; Zbl 1507.60071) Full Text: DOI
Ogawa, Shigeyoshi Correction to: “Mean value theorems for the noncausal stochastic integral”. (English) Zbl 1503.60064 Japan J. Ind. Appl. Math. 40, No. 1, 755-756 (2023). MSC: 60H05 60H99 60J65 26A33 PDFBibTeX XMLCite \textit{S. Ogawa}, Japan J. Ind. Appl. Math. 40, No. 1, 755--756 (2023; Zbl 1503.60064) Full Text: DOI
Cont, Rama; Das, Purba Quadratic variation and quadratic roughness. (English) Zbl 1512.60033 Bernoulli 29, No. 1, 496-522 (2023). Reviewer: David Prömel (Mannheim) MSC: 60H05 60J65 PDFBibTeX XMLCite \textit{R. Cont} and \textit{P. Das}, Bernoulli 29, No. 1, 496--522 (2023; Zbl 1512.60033) Full Text: DOI arXiv Link
Sojmark, Andreas; Wunderlich, Fabrice Weak Convergence of Stochastic Integrals on Skorokhod Space in Skorokhod’s J1 and M1 Topologies. arXiv:2309.12197 Preprint, arXiv:2309.12197 [math.PR] (2023). MSC: 60H05 60F17 60G44 60G50 60G51 60G52 BibTeX Cite \textit{A. Sojmark} and \textit{F. Wunderlich}, ``Weak Convergence of Stochastic Integrals on Skorokhod Space in Skorokhod's J1 and M1 Topologies'', Preprint, arXiv:2309.12197 [math.PR] (2023) Full Text: arXiv OA License
Di Tella, Paolo; Geiss, Christel; Steinicke, Alexander Product formulas for multiple stochastic integrals associated with Lévy processes. arXiv:2309.11150 Preprint, arXiv:2309.11150 [math.PR] (2023). MSC: 60H05 60G51 60G44 60F05 BibTeX Cite \textit{P. Di Tella} et al., ``Product formulas for multiple stochastic integrals associated with Lévy processes'', Preprint, arXiv:2309.11150 [math.PR] (2023) Full Text: arXiv OA License
Ararat, Çağın; Ma, Jin Path-Regularity and Martingale Properties of Set-Valued Stochastic Integrals. arXiv:2308.13110 Preprint, arXiv:2308.13110 [math.PR] (2023). MSC: 60H05 60G44 28B20 47H04 BibTeX Cite \textit{Ç. Ararat} and \textit{J. Ma}, ``Path-Regularity and Martingale Properties of Set-Valued Stochastic Integrals'', Preprint, arXiv:2308.13110 [math.PR] (2023) Full Text: arXiv OA License
Cambronero, Santiago; Campos, David; Fonseca-Mora, C. A.; Mena, Darío Cylindrical Martingale-Valued Measures, Stochastic Integration and SPDEs. arXiv:2308.10374 Preprint, arXiv:2308.10374 [math.PR] (2023). MSC: 60H05 60H15 60B11 60G48 BibTeX Cite \textit{S. Cambronero} et al., ``Cylindrical Martingale-Valued Measures, Stochastic Integration and SPDEs'', Preprint, arXiv:2308.10374 [math.PR] (2023) Full Text: arXiv OA License
Fießinger, Felix; Stadje, Mitja The \(C^{0,1}\) Itô-Ventzell formula for weak Dirichlet processes. arXiv:2307.16519 Preprint, arXiv:2307.16519 [math.PR] (2023). MSC: 60H05 60G48 60G44 60J65 BibTeX Cite \textit{F. Fießinger} and \textit{M. Stadje}, ``The $C^{0,1}$ Itô-Ventzell formula for weak Dirichlet processes'', Preprint, arXiv:2307.16519 [math.PR] (2023) Full Text: arXiv OA License
Paikaray, Prit Pritam; Parida, Nigam Chandra; Beuria, Sanghamitra; Nikan, Omid Numerical Approximation of Nonlinear Stochastic Volterra Integral Equation using Walsh Function. arXiv:2306.06920 Preprint, arXiv:2306.06920 [math.NA] (2023). MSC: 60H05 65C30 BibTeX Cite \textit{P. P. Paikaray} et al., ``Numerical Approximation of Nonlinear Stochastic Volterra Integral Equation using Walsh Function'', Preprint, arXiv:2306.06920 [math.NA] (2023) Full Text: DOI arXiv OA License
Paikaray, Prit Pritam; Beuria, Sanghamitra; Parida, Nigam Chandra Numerical Approximation of Stochastic Volterra-Fredholm Integral Equation using Walsh Function. arXiv:2305.16678 Preprint, arXiv:2305.16678 [math.NA] (2023). MSC: 60H05 60H35 65C30 BibTeX Cite \textit{P. P. Paikaray} et al., ``Numerical Approximation of Stochastic Volterra-Fredholm Integral Equation using Walsh Function'', Preprint, arXiv:2305.16678 [math.NA] (2023) Full Text: arXiv OA License
Paikaray, Prit Pritam; Beuria, Sanghamitra; Parida, Nigam Chandra Numerical Approximation of Stochastic Volterra Integral Equation Using Walsh Function. arXiv:2305.00823 Preprint, arXiv:2305.00823 [math.NA] (2023). MSC: 60H05 60H35 65C30 BibTeX Cite \textit{P. P. Paikaray} et al., ``Numerical Approximation of Stochastic Volterra Integral Equation Using Walsh Function'', Preprint, arXiv:2305.00823 [math.NA] (2023) Full Text: arXiv OA License
Malyarenko, Anatoliy; Nohrouzian, Hossein Testing cubature formulae on Wiener space versus explicit pricing formulae. (English) Zbl 1533.60079 Malyarenko, Anatoliy (ed.) et al., Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 – October 2, 2019. Cham: Springer. Springer Proc. Math. Stat. 408, 223-248 (2022). MSC: 60H05 91-10 91G20 PDFBibTeX XMLCite \textit{A. Malyarenko} and \textit{H. Nohrouzian}, Springer Proc. Math. Stat. 408, 223--248 (2022; Zbl 1533.60079) Full Text: DOI
Tudor, Ciprian A. Fractional stochastic heat equation with Hermite noise. (English) Zbl 1515.60170 Grad. J. Math. 7, No. 2, 1-18 (2022). MSC: 60H05 60H15 60G22 PDFBibTeX XMLCite \textit{C. A. Tudor}, Grad. J. Math. 7, No. 2, 1--18 (2022; Zbl 1515.60170) Full Text: Link
Malyarenko, A.; Mishura, Yu. S.; Rudyk, Y. A. O. Approximation of fractional integrals of Hölder functions. (English) Zbl 1538.60088 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 4, 18-25 (2022). MSC: 60H05 26A33 60G22 PDFBibTeX XMLCite \textit{A. Malyarenko} et al., Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2022, No. 4, 18--25 (2022; Zbl 1538.60088) Full Text: DOI OA License
Kuznetsov, Dmitriy Feliksovich A new approach to the series expansion of iterated Stratonovich stochastic integrals of arbitrary multiplicity with respect to components of the multidimensional Wiener process. II. (English) Zbl 1503.60063 Differ. Uravn. Protsessy Upr. 2022, No. 4, 135-194 (2022). MSC: 60H05 42B05 42C10 PDFBibTeX XMLCite \textit{D. F. Kuznetsov}, Differ. Uravn. Protsessy Upr. 2022, No. 4, 135--194 (2022; Zbl 1503.60063) Full Text: Link
Castrequini, Rafael A.; Catuogno, Pedro J. A generalized change of variable formula for the Young integral. (English) Zbl 1505.60057 Chaos Solitons Fractals 158, Article ID 112064, 8 p. (2022). MSC: 60H05 60H10 60H15 34F05 60G22 PDFBibTeX XMLCite \textit{R. A. Castrequini} and \textit{P. J. Catuogno}, Chaos Solitons Fractals 158, Article ID 112064, 8 p. (2022; Zbl 1505.60057) Full Text: DOI
Harang, Fabian A.; Nilssen, Torstein K.; Proske, Frank N. Girsanov theorem for multifractional Brownian processes. (English) Zbl 1499.60169 Stochastics 94, No. 8, 1137-1165 (2022). MSC: 60H05 60G15 60G22 60H30 PDFBibTeX XMLCite \textit{F. A. Harang} et al., Stochastics 94, No. 8, 1137--1165 (2022; Zbl 1499.60169) Full Text: DOI arXiv OA License
Benth, Fred Espen; Detering, Nils; Krühner, Paul Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations. (English) Zbl 1502.60084 Stochastics 94, No. 7, 1054-1076 (2022). MSC: 60H05 60H15 PDFBibTeX XMLCite \textit{F. E. Benth} et al., Stochastics 94, No. 7, 1054--1076 (2022; Zbl 1502.60084) Full Text: DOI arXiv Link
Bodó, Gergely; Riedle, Markus Stochastic integration with respect to canonical \(\alpha\)-stable cylindrical Lévy processes. (English) Zbl 1515.60167 Electron. J. Probab. 27, Paper No. 157, 23 p. (2022). MSC: 60H05 60G20 60G52 28C20 PDFBibTeX XMLCite \textit{G. Bodó} and \textit{M. Riedle}, Electron. J. Probab. 27, Paper No. 157, 23 p. (2022; Zbl 1515.60167) Full Text: DOI arXiv
Kuznetsov, Dmitriĭ Feliksovich A new approach to the series expansion of iterated Stratonovich stochastic integrals of arbitrary multiplicity with respect to components of the multidimensional Wiener process. (Russian. English summary) Zbl 1502.60087 Differ. Uravn. Protsessy Upr. 2022, No. 2, 83-186 (2022). MSC: 60H05 42B05 42C10 PDFBibTeX XMLCite \textit{D. F. Kuznetsov}, Differ. Uravn. Protsessy Upr. 2022, No. 2, 83--186 (2022; Zbl 1502.60087) Full Text: Link
Kachanovsky, N. A. On Wick calculus and its relationship with stochastic integration on spaces of regular test functions in the Lévy white noise analysis. (English) Zbl 1502.60086 Carpathian Math. Publ. 14, No. 1, 194-212 (2022). MSC: 60H05 60H40 46F05 46F25 60G51 PDFBibTeX XMLCite \textit{N. A. Kachanovsky}, Carpathian Math. Publ. 14, No. 1, 194--212 (2022; Zbl 1502.60086) Full Text: DOI OA License
Namgalauri, Ekaterine; Purtukhia, Omar; Zerakidze, Zurab Stochastic integral representation of past-dependent non-smooth Brownian functionals. (English) Zbl 1497.60071 Bull. TICMI 26, No. 1, 3-18 (2022). MSC: 60H05 60H07 PDFBibTeX XMLCite \textit{E. Namgalauri} et al., Bull. TICMI 26, No. 1, 3--18 (2022; Zbl 1497.60071) Full Text: Link
Castaing, Charles; Marie, Nicolas; Raynaud de Fitte, Paul Sweeping processes perturbed by rough signals. (English) Zbl 1498.60186 Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités LI. Cham: Springer. Lect. Notes Math. 2301, 303-339 (2022). MSC: 60H05 60G22 60H10 PDFBibTeX XMLCite \textit{C. Castaing} et al., Lect. Notes Math. 2301, 303--339 (2022; Zbl 1498.60186) Full Text: DOI arXiv HAL
Karandikar, Rajeeva Laxman; Rao, B. V. Stochastic integrals and two filtrations. (English) Zbl 1498.60187 Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités LI. Cham: Springer. Lect. Notes Math. 2301, 1-28 (2022). MSC: 60H05 60G44 PDFBibTeX XMLCite \textit{R. L. Karandikar} and \textit{B. V. Rao}, Lect. Notes Math. 2301, 1--28 (2022; Zbl 1498.60187) Full Text: DOI arXiv
Hannebicque, Brice; Herbin, Érick Regularity of an abstract Wiener integral. (English) Zbl 1510.60042 Stochastic Processes Appl. 154, 154-196 (2022). MSC: 60H05 60G10 60G17 60G20 60G51 60G55 60G57 PDFBibTeX XMLCite \textit{B. Hannebicque} and \textit{É. Herbin}, Stochastic Processes Appl. 154, 154--196 (2022; Zbl 1510.60042) Full Text: DOI
Garino, Valentin; Nourdin, Ivan; Vallois, Pierre Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion. (English) Zbl 1514.60064 Electron. J. Probab. 27, Paper No. 130, 43 p. (2022). Reviewer: Nicolas Privault (Singapura) MSC: 60H05 60F05 60G15 60H07 60G22 PDFBibTeX XMLCite \textit{V. Garino} et al., Electron. J. Probab. 27, Paper No. 130, 43 p. (2022; Zbl 1514.60064) Full Text: DOI arXiv
Canton, Recson G.; Labendia, Mhelmar A.; Toh, Tin Lam Stratonovich-Henstock integral for the operator-valued stochastic process. (English) Zbl 1510.60040 Proyecciones 41, No. 5, 1111-1130 (2022). MSC: 60H05 26A39 PDFBibTeX XMLCite \textit{R. G. Canton} et al., Proyecciones 41, No. 5, 1111--1130 (2022; Zbl 1510.60040) Full Text: DOI
Deng, Chang-Song; Schilling, René L.; Xu, Lihu Singular integrals of subordinators with applications to structural properties of SPDEs. (English) Zbl 1501.60030 Trans. Am. Math. Soc. 375, No. 9, 6043-6073 (2022). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H05 60G51 60G52 PDFBibTeX XMLCite \textit{C.-S. Deng} et al., Trans. Am. Math. Soc. 375, No. 9, 6043--6073 (2022; Zbl 1501.60030) Full Text: DOI arXiv
Singh, Priya; Saha Ray, Santanu Two reliable methods for numerical solution of nonlinear stochastic Itô-Volterra integral equation. (English) Zbl 1498.60188 Stochastic Anal. Appl. 40, No. 5, 891-913 (2022). MSC: 60H05 60H20 45D05 PDFBibTeX XMLCite \textit{P. Singh} and \textit{S. Saha Ray}, Stochastic Anal. Appl. 40, No. 5, 891--913 (2022; Zbl 1498.60188) Full Text: DOI
Agram, Nacira; Labed, Saloua; Øksendal, Bernt; Yakhlef, Samia Singular control of stochastic Volterra integral equations. (English) Zbl 1513.60061 Acta Math. Sci., Ser. B, Engl. Ed. 42, No. 3, 1003-1017 (2022). MSC: 60H05 60H20 93E20 91G80 PDFBibTeX XMLCite \textit{N. Agram} et al., Acta Math. Sci., Ser. B, Engl. Ed. 42, No. 3, 1003--1017 (2022; Zbl 1513.60061) Full Text: DOI arXiv
Li, Zhi; Peng, Yarong; Jing, Yuanyuan Stochastic averaging principle for mixed stochastic differential equations. (English) Zbl 1524.60114 J. Partial Differ. Equations 35, No. 3, 223-239 (2022). MSC: 60H05 PDFBibTeX XMLCite \textit{Z. Li} et al., J. Partial Differ. Equations 35, No. 3, 223--239 (2022; Zbl 1524.60114) Full Text: DOI
Fatna, Hamada; Abdeldjebbar, Kandouci Property of instant independence and stochastic integration. (English) Zbl 1492.60148 Bull. Inst. Math., Acad. Sin. (N.S.) 17, No. 2, 219-234 (2022). MSC: 60H05 60G22 PDFBibTeX XMLCite \textit{H. Fatna} and \textit{K. Abdeldjebbar}, Bull. Inst. Math., Acad. Sin. (N.S.) 17, No. 2, 219--234 (2022; Zbl 1492.60148) Full Text: DOI
Di Tella, P.; Engelbert, H.-J. Martingale representation in progressively enlarged Lévy filtrations. (English) Zbl 1492.60147 Stochastics 94, No. 2, 311-333 (2022). MSC: 60H05 60G46 60G51 60H30 60G44 PDFBibTeX XMLCite \textit{P. Di Tella} and \textit{H. J. Engelbert}, Stochastics 94, No. 2, 311--333 (2022; Zbl 1492.60147) Full Text: DOI arXiv
Benth, Fred Espen; Galimberti, Luca Stochastic integrals and Gelfand integration in Fréchet spaces. (English) Zbl 1494.60057 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 25, No. 2, Article ID 2250007, 35 p. (2022). MSC: 60H05 60H15 46F25 60H07 PDFBibTeX XMLCite \textit{F. E. Benth} and \textit{L. Galimberti}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 25, No. 2, Article ID 2250007, 35 p. (2022; Zbl 1494.60057) Full Text: DOI arXiv
Čoupek, Petr; Duncan, Tyrone E.; Pasik-Duncan, Bozenna A stochastic calculus for Rosenblatt processes. (English) Zbl 1494.60058 Stochastic Processes Appl. 150, 853-885 (2022). MSC: 60H05 60H07 60G22 PDFBibTeX XMLCite \textit{P. Čoupek} et al., Stochastic Processes Appl. 150, 853--885 (2022; Zbl 1494.60058) Full Text: DOI arXiv
Ogawa, Shigeyoshi Mean value theorems for the noncausal stochastic integral. (English) Zbl 1491.60077 Japan J. Ind. Appl. Math. 39, No. 2, 801-814 (2022); correction ibid. 40, No. 1, 755-756 (2023). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60H05 60H99 60J65 26A33 PDFBibTeX XMLCite \textit{S. Ogawa}, Japan J. Ind. Appl. Math. 39, No. 2, 801--814 (2022; Zbl 1491.60077) Full Text: DOI
Mrongowius, Jan; Rößler, Andreas On the approximation and simulation of iterated stochastic integrals and the corresponding Lévy areas in terms of a multidimensional Brownian motion. (English) Zbl 1491.60076 Stochastic Anal. Appl. 40, No. 3, 397-425 (2022). MSC: 60H05 60H35 PDFBibTeX XMLCite \textit{J. Mrongowius} and \textit{A. Rößler}, Stochastic Anal. Appl. 40, No. 3, 397--425 (2022; Zbl 1491.60076) Full Text: DOI arXiv
Bouchard, Bruno; Loeper, Grégoire; Tan, Xiaolu A \(\mathbb{C}^{0, 1}\)-functional Itô’s formula and its applications in mathematical finance. (English) Zbl 1491.60074 Stochastic Processes Appl. 148, 299-323 (2022). MSC: 60H05 60H07 91G20 91G80 PDFBibTeX XMLCite \textit{B. Bouchard} et al., Stochastic Processes Appl. 148, 299--323 (2022; Zbl 1491.60074) Full Text: DOI arXiv
Prokaj, Vilmos; Bondici, László On the lack of semimartingale property. (English) Zbl 1496.60057 Stochastic Processes Appl. 146, 335-359 (2022). Reviewer: Franco Fagnola (Milano) MSC: 60H05 60J65 60J55 PDFBibTeX XMLCite \textit{V. Prokaj} and \textit{L. Bondici}, Stochastic Processes Appl. 146, 335--359 (2022; Zbl 1496.60057) Full Text: DOI arXiv OA License
Nguyen, Nhu N. Exponential tightness of a family of Skorohod integrals. (English) Zbl 1494.60059 Electron. Commun. Probab. 27, Paper No. 1, 14 p. (2022). MSC: 60H05 60H07 PDFBibTeX XMLCite \textit{N. N. Nguyen}, Electron. Commun. Probab. 27, Paper No. 1, 14 p. (2022; Zbl 1494.60059) Full Text: DOI arXiv
Breton, Jean-Christophe; Privault, Nicolas Wasserstein distance estimates for stochastic integrals by forward-backward stochastic calculus. (English) Zbl 1529.60037 Potential Anal. 56, No. 1, 1-20 (2022). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H05 60H10 60G57 60G44 60J60 60J74 PDFBibTeX XMLCite \textit{J.-C. Breton} and \textit{N. Privault}, Potential Anal. 56, No. 1, 1--20 (2022; Zbl 1529.60037) Full Text: DOI
Assefa, Johannes; Harms, Philipp Cylindrical stochastic integration and applications to financial term structure modeling. arXiv:2208.03939 Preprint, arXiv:2208.03939 [math.PR] (2022). MSC: 60H05 60H15 91G30 BibTeX Cite \textit{J. Assefa} and \textit{P. Harms}, ``Cylindrical stochastic integration and applications to financial term structure modeling'', Preprint, arXiv:2208.03939 [math.PR] (2022) Full Text: arXiv OA License
Labendia, Mhelmar A. An alternative definition of the Itô integral for the Hilbert-Schmidt-valued stochastic process. (English) Zbl 1524.60113 Methods Funct. Anal. Topol. 27, No. 4, 370-383 (2021). MSC: 60H05 PDFBibTeX XMLCite \textit{M. A. Labendia}, Methods Funct. Anal. Topol. 27, No. 4, 370--383 (2021; Zbl 1524.60113) Full Text: DOI
Ebrahimi-Fard, Kurusch; Patras, Frédéric Quasi-shuffle algebras in non-commutative stochastic calculus. (English) Zbl 1499.60167 Ugolini, Stefania (ed.) et al., Geometry and invariance in stochastic dynamics. Selected papers based on the presentations at the the conference on random transformations and invariance in stochastic dynamics, Verona, Italy, March 25–29, 2019. Cham: Springer. Springer Proc. Math. Stat. 378, 89-112 (2021). MSC: 60H05 60G48 16W99 PDFBibTeX XMLCite \textit{K. Ebrahimi-Fard} and \textit{F. Patras}, Springer Proc. Math. Stat. 378, 89--112 (2021; Zbl 1499.60167) Full Text: DOI arXiv HAL
Sababe, Saeed Hashemi; Yazdi, Maryam; Shabani, Mohammad Mehdi Reproducing kernel Hilbert space based on special integrable semimartingales and stochastic integration. (English) Zbl 1492.60151 Korean J. Math. 29, No. 3, 639-647 (2021). MSC: 60H05 60B11 60G44 47D06 PDFBibTeX XMLCite \textit{S. H. Sababe} et al., Korean J. Math. 29, No. 3, 639--647 (2021; Zbl 1492.60151) Full Text: DOI
Rybakov, Konstantin Aleksandrovich Orthogonal expansion of multiple Stratonovich stochastic integrals. (Russian. English summary) Zbl 1492.60150 Differ. Uravn. Protsessy Upr. 2021, No. 4, 81-115 (2021). MSC: 60H05 41A60 PDFBibTeX XMLCite \textit{K. A. Rybakov}, Differ. Uravn. Protsessy Upr. 2021, No. 4, 81--115 (2021; Zbl 1492.60150) Full Text: Link
Lechiheb, Atef Wiener integrals with respect to the two-parameter tempered Hermite random fields. (English) Zbl 1499.60170 Math. Appl. (Warsaw) 49, No. 2, 111-143 (2021). MSC: 60H05 60G60 PDFBibTeX XMLCite \textit{A. Lechiheb}, Math. Appl. (Warsaw) 49, No. 2, 111--143 (2021; Zbl 1499.60170) Full Text: DOI arXiv
Boonpogkrong, Varayu On measurability of \(C[0,1]\). (English) Zbl 1498.60185 Thai J. Math. 19, No. 4, 1565-1574 (2021). MSC: 60H05 28C20 PDFBibTeX XMLCite \textit{V. Boonpogkrong}, Thai J. Math. 19, No. 4, 1565--1574 (2021; Zbl 1498.60185) Full Text: Link
Fonseca-Mora, Christian A. Stochastic integration with respect to cylindrical semimartingales. (English) Zbl 1491.60075 Electron. J. Probab. 26, Paper No. 147, 48 p. (2021). MSC: 60H05 60B11 60G20 60G48 PDFBibTeX XMLCite \textit{C. A. Fonseca-Mora}, Electron. J. Probab. 26, Paper No. 147, 48 p. (2021; Zbl 1491.60075) Full Text: DOI arXiv
Aidara, Sadibou BSDEs driven by both standard and fractional Brownian motions with non-Lipschitz conditions. (English) Zbl 1499.60166 J. Fract. Calc. Appl. 12, No. 2, 114-124 (2021). MSC: 60H05 60H07 60G22 PDFBibTeX XMLCite \textit{S. Aidara}, J. Fract. Calc. Appl. 12, No. 2, 114--124 (2021; Zbl 1499.60166) Full Text: Link
Harang, Fabian Andsem; Perkowski, Nicolas \(C^{\infty}\)-regularization of ODEs perturbed by noise. (English) Zbl 1490.60135 Stoch. Dyn. 21, No. 8, Article ID 2140010, 29 p. (2021). MSC: 60H05 60H20 60L99 45D05 34A12 PDFBibTeX XMLCite \textit{F. A. Harang} and \textit{N. Perkowski}, Stoch. Dyn. 21, No. 8, Article ID 2140010, 29 p. (2021; Zbl 1490.60135) Full Text: DOI arXiv
Zhang, Jinping; Mitoma, Itaru; Okazaki, Yoshiaki Submartingale property of set-valued stochastic integration associated with Poisson process and related integral equations on Banach spaces. (English) Zbl 1475.60099 J. Nonlinear Convex Anal. 22, No. 4, 775-799 (2021). MSC: 60H05 26E25 54C65 60G44 65C30 PDFBibTeX XMLCite \textit{J. Zhang} et al., J. Nonlinear Convex Anal. 22, No. 4, 775--799 (2021; Zbl 1475.60099) Full Text: arXiv Link
Gyöngy, István; Wu, Sizhou On Itô formulas for jump processes. (English) Zbl 1475.60097 Queueing Syst. 98, No. 3-4, 247-273 (2021). MSC: 60H05 60H15 35R60 60H30 PDFBibTeX XMLCite \textit{I. Gyöngy} and \textit{S. Wu}, Queueing Syst. 98, No. 3--4, 247--273 (2021; Zbl 1475.60097) Full Text: DOI arXiv OA License
Belhadj, Amel; Abdeldjebbar, Kandouci; Bouchentouf, Amina Angelika Stochastic integral for non-adapted processes related to sub-fractional Brownian motion when \(H>\frac{1}{2}\). (English) Zbl 1474.60144 Bull. Inst. Math., Acad. Sin. (N.S.) 16, No. 2, 165-176 (2021). MSC: 60H05 60G15 PDFBibTeX XMLCite \textit{A. Belhadj} et al., Bull. Inst. Math., Acad. Sin. (N.S.) 16, No. 2, 165--176 (2021; Zbl 1474.60144) Full Text: DOI
Chalabi, El-Hacène; Mesbahi, Salim On the existence and stability of solutions of stochastic differential systems driven by the \(G\)-Brownian motion. (English) Zbl 1481.60100 Mem. Differ. Equ. Math. Phys. 82, 57-74 (2021). MSC: 60H05 60G65 60H10 60H30 PDFBibTeX XMLCite \textit{E.-H. Chalabi} and \textit{S. Mesbahi}, Mem. Differ. Equ. Math. Phys. 82, 57--74 (2021; Zbl 1481.60100) Full Text: Link
Benth, Fred Espen; Harang, Fabian A. Infinite dimensional pathwise Volterra processes driven by Gaussian noise – probabilistic properties and applications –. (English) Zbl 1491.60073 Electron. J. Probab. 26, Paper No. 114, 42 p. (2021). MSC: 60H05 60H20 45D05 PDFBibTeX XMLCite \textit{F. E. Benth} and \textit{F. A. Harang}, Electron. J. Probab. 26, Paper No. 114, 42 p. (2021; Zbl 1491.60073) Full Text: DOI arXiv
Malinowski, Marek T. Bilateral multivalued stochastic integral equations with weakening of the Lipschitz assumption. (English) Zbl 1481.60101 Bull. Sci. Math. 172, Article ID 103041, 30 p. (2021). MSC: 60H05 60H10 60H20 60G20 PDFBibTeX XMLCite \textit{M. T. Malinowski}, Bull. Sci. Math. 172, Article ID 103041, 30 p. (2021; Zbl 1481.60101) Full Text: DOI OA License
Rybakov, Konstantin Aleksandrovich Orthogonal expansion of multiple Ito stochastic integrals. (Russian. English summary) Zbl 1471.60078 Differ. Uravn. Protsessy Upr. 2021, No. 3, 109-140 (2021). MSC: 60H05 60H10 93E03 PDFBibTeX XMLCite \textit{K. A. Rybakov}, Differ. Uravn. Protsessy Upr. 2021, No. 3, 109--140 (2021; Zbl 1471.60078) Full Text: Link