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Found 23 Documents (Results 1–23)

Non-elliptic SPDEs and ambit fields: existence of densities. (English) Zbl 1336.60124

Benth, Fred Espen (ed.) et al., Stochastics of environmental and financial economics. Centre of Advanced Study, Oslo, Norway, 2014–2015. Cham: Springer (ISBN 978-3-319-23424-3/hbk; 978-3-319-23425-0/ebook). Springer Proceedings in Mathematics & Statistics 138, 121-144 (2016).
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Approximation of rough paths of fractional Brownian motion. (English) Zbl 1142.60027

Dalang, Robert C. (ed.) et al., Seminar on stochastic analysis, random fields and applications V. Proceedings of the 5th seminar, Centro Stefano Franscini, Ascona, Switzerland, May 30 to June 3, 2005. Basel: Birkhäuser (ISBN 978-3-7643-8457-9/hbk). Progress in Probability 59, 275-303 (2008).
MSC:  60G15 60H05 60H07
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Path properties of a class of Gaussian processes with applications to SPDE’s. (English) Zbl 0970.60057

Gesztesy, Fritz (ed.) et al., Stochastic processes, physics and geometry: New interplays. I. A volume in honor of Sergio Albeverio. Proceedings of the conference on infinite dimensional (stochastic) analysis and quantum physics, Leipzig, Germany, January 18-22, 1999. Providence, RI: American Mathematical Society (AMS). CMS Conf. Proc. 28, 303-316 (2000).
MSC:  60H05 60H15 60G48
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A Fubini theorem for generalized Stratonovich integrals. (English) Zbl 0831.60062

Bolthausen, Erwin (ed.) et al., Seminar on stochastic analysis, random fields and applications. Proceedings of a seminar held at the Centro Stefano Franscini, Ascona, Switzerland, June 7-12, 1993. Basel: Birkhäuser. Prog. Probab. 36, 99-110 (1995).
MSC:  60H05
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Doob-Meyer decomposition and integrator properties of the Wong-Zakai anticipating integral. (English) Zbl 0829.60045

Lindstrøm, Tom (ed.) et al., Stochastic analysis and related topics. Proceedings of the fourth Oslo-Silivri workshop on stochastic analysis held at the University of Oslo, Oslo, Norway, July 6-10, 1992. Yverdon: Gordon and Breach Science Publishers. Stochastics Monogr. 8, 177-201 (1993).
MSC:  60H05 60H07
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