Kuznetsov, Dmitriy Feliksovich Strong approximation of iterated Ito and Stratonovich stochastic integrals based on generalized multiple Fourier series. Application to numerical solution of Ito SDEs and semilinear SPDEs. (English) Zbl 07318972 Differ. Uravn. Protsessy Upr. 2020, No. 4, 606 p. (2020). MSC: 65-02 60H05 60H10 65C30 65M75 PDF BibTeX XML Cite \textit{D. F. Kuznetsov}, Differ. Uravn. Protsessy Upr. 2020, No. 4, 606~p. (2020; Zbl 07318972) Full Text: Link Link
Leonhard, Claudine; Rößler, Andreas Iterated stochastic integrals in infinite dimensions: approximation and error estimates. (English) Zbl 07154790 Stoch. Partial Differ. Equ., Anal. Comput. 7, No. 2, 209-239 (2019). Reviewer: Ze-Chun Hu (Chengdu) MSC: 60H05 60H15 60H35 65C30 PDF BibTeX XML Cite \textit{C. Leonhard} and \textit{A. Rößler}, Stoch. Partial Differ. Equ., Anal. Comput. 7, No. 2, 209--239 (2019; Zbl 07154790) Full Text: DOI
Kuznetsov, Dmitriĭ Feliksovich Application of the method of approximation of iterated stochastic Itô integrals based on generalized multiple Fourier series to the high-order strong numerical methods for non-commutative semilinear stochastic partial differential equations. (English) Zbl 1433.60077 Differ. Uravn. Protsessy Upr. 2019, No. 3, 19-62 (2019). MSC: 60H35 60H05 65C30 60H15 PDF BibTeX XML Cite \textit{D. F. Kuznetsov}, Differ. Uravn. Protsessy Upr. 2019, No. 3, 19--62 (2019; Zbl 1433.60077) Full Text: Link
Nualart, David; Tudor, Ciprian A. The determinant of the iterated Malliavin matrix and the density of a pair of multiple integrals. (English) Zbl 1364.60071 Ann. Probab. 45, No. 1, 518-534 (2017). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H07 60H05 60G15 PDF BibTeX XML Cite \textit{D. Nualart} and \textit{C. A. Tudor}, Ann. Probab. 45, No. 1, 518--534 (2017; Zbl 1364.60071) Full Text: DOI Euclid
Tudor, Ciprian A.; Xiao, Yimin Sample path properties of bifractional Brownian motion. (English) Zbl 1132.60034 Bernoulli 13, No. 4, 1023-1052 (2007). MSC: 60G17 60G15 60J55 PDF BibTeX XML Cite \textit{C. A. Tudor} and \textit{Y. Xiao}, Bernoulli 13, No. 4, 1023--1052 (2007; Zbl 1132.60034) Full Text: DOI Euclid
Dickinson, Andrew S. Optimal approximation of the second iterated integral of Brownian motion. (English) Zbl 1127.65004 Stochastic Anal. Appl. 25, No. 5, 1109-1128 (2007). Reviewer: Vassil Grozdanov (Blagoevgrad) MSC: 65C30 65C05 68Q17 65Y20 60H05 60H35 60J65 PDF BibTeX XML Cite \textit{A. S. Dickinson}, Stochastic Anal. Appl. 25, No. 5, 1109--1128 (2007; Zbl 1127.65004) Full Text: DOI
Lyons, Terry; Qian, Zhongmin System control and rough paths. (English) Zbl 1029.93001 Oxford Mathematical Monographs. Oxford: Clarendon Press. x, 216 p. (2002). Reviewer: A.Akutowicz (Berlin) MSC: 93-02 93E03 60H10 60H05 PDF BibTeX XML Cite \textit{T. Lyons} and \textit{Z. Qian}, System control and rough paths. Oxford: Clarendon Press (2002; Zbl 1029.93001) Full Text: DOI
Łaba, Izabella; Wang, Yang On spectral Cantor measures. (English) Zbl 1016.28009 J. Funct. Anal. 193, No. 2, 409-420 (2002). Reviewer: Richard A.Zalik (Auburn University) MSC: 28A80 42C40 28C20 PDF BibTeX XML Cite \textit{I. Łaba} and \textit{Y. Wang}, J. Funct. Anal. 193, No. 2, 409--420 (2002; Zbl 1016.28009) Full Text: DOI
Hargé, Gilles Boundary values for the elements of chaos. (Valeurs limites pour les éléments des chaos.) (French) Zbl 1025.28008 Ann. Inst. Henri Poincaré, Probab. Stat. 37, No. 5, 523-554 (2001). MSC: 28C20 60H05 46N30 PDF BibTeX XML Cite \textit{G. Hargé}, Ann. Inst. Henri Poincaré, Probab. Stat. 37, No. 5, 523--554 (2001; Zbl 1025.28008) Full Text: DOI Numdam EuDML
Einmahl, Uwe; Kuelbs, James A general compact law of the iterated logarithm in Banach spaces. (English) Zbl 0972.60018 Giné, Evarist (ed.) et al., High dimensional probability II. 2nd international conference, Univ. of Washington, DC, USA, August 1-6, 1999. Boston, MA: Birkhäuser. Prog. Probab. 47, 261-278 (2000). Reviewer: Ludwig Paditz (Dresden) MSC: 60F15 60B12 60B10 28C20 PDF BibTeX XML Cite \textit{U. Einmahl} and \textit{J. Kuelbs}, Prog. Probab. 47, 261--278 (2000; Zbl 0972.60018)
Lyons, Terry; Zeitouni, Ofer Conditional exponential moments for iterated Wiener integrals. (English) Zbl 0961.60053 Ann. Probab. 27, No. 4, 1738-1749 (1999). Reviewer: Tomasz Bojdecki (Warszawa) MSC: 60H05 60H10 60J60 PDF BibTeX XML Cite \textit{T. Lyons} and \textit{O. Zeitouni}, Ann. Probab. 27, No. 4, 1738--1749 (1999; Zbl 0961.60053) Full Text: DOI
Lyons, T. J.; Qian, Z. M. Calculus for multiplicative functionals, Itô’s formula and differential equations. (English) Zbl 0862.60043 Ikeda, N. (ed.) et al., Itô’s stochastic calculus and probability theory. Tribute dedicated to Kiyosi Itô on the occasion of his 80th birthday. Tokyo: Springer. 233-250 (1996). Reviewer: T.J.Lyons (London) MSC: 60H05 PDF BibTeX XML Cite \textit{T. J. Lyons} and \textit{Z. M. Qian}, in: Itô's stochastic calculus and probability theory. Tribute dedicated to Kiyosi Itô on the occasion of his 80th birthday. Tokyo: Springer. 233--250 (1996; Zbl 0862.60043)
Henstock, R. The integral over product spaces and Wiener’s formula. (English) Zbl 0767.28012 Real Anal. Exch. 17(1991/92), No. 2, 737-744 (1992). Reviewer: Lee Peng-Yee (Singapore) MSC: 28C20 28A35 26A39 PDF BibTeX XML Cite \textit{R. Henstock}, Real Anal. Exch. 17, No. 2, 737--744 (1992; Zbl 0767.28012)
Mori, Toshio; Oodaira, Hiroshi Freidlin-Wentzell type estimates and the law of the iterated logarithm for a class of stochastic processes related to symmetric statistics. (English) Zbl 0679.60037 Yokohama Math. J. 36, No. 2, 123-130 (1989). Reviewer: A.Plikusas MSC: 60F10 60H05 PDF BibTeX XML Cite \textit{T. Mori} and \textit{H. Oodaira}, Yokohama Math. J. 36, No. 2, 123--130 (1989; Zbl 0679.60037)
Horváth, Lajos; Yandell, Brian S. Asymptotics of conditional empirical processes. (English) Zbl 0655.62040 J. Multivariate Anal. 26, No. 2, 184-206 (1988). Reviewer: Z.Rychlik MSC: 62G05 60F17 60F15 PDF BibTeX XML Cite \textit{L. Horváth} and \textit{B. S. Yandell}, J. Multivariate Anal. 26, No. 2, 184--206 (1988; Zbl 0655.62040) Full Text: DOI
Lo, James T. H.; Ng, Sze-Kui Optimal functional expansion for estimation from counting observations. (English) Zbl 0661.62100 IEEE Trans. Inf. Theory 33, 21-35 (1987). Reviewer: B.L.S.Prakasa Rao MSC: 62M99 60G35 93E10 62M20 PDF BibTeX XML Cite \textit{J. T. H. Lo} and \textit{S.-K. Ng}, IEEE Trans. Inf. Theory 33, 21--35 (1987; Zbl 0661.62100) Full Text: DOI
Blümlinger, M.; Drmota, M.; Tichy, R. F. Metrische Sätze der C-Gleichverteilung auf der Sphäre. (Metric theorems of C-uniform distribution on the sphere). (German) Zbl 0619.10049 Zahlentheoretische Analysis II, Wiener Seminarber. 1984/86, Lect. Notes Math. 1262, 14-21 (1987). Reviewer: L.Kuipers MSC: 11K06 28C20 60B11 PDF BibTeX XML
Mori, Toshio; Oodaira, Hiroshi The functional iterated logarithm law for stochastic processes represented by multiple Wiener integrals. (English) Zbl 0615.60029 Probab. Theory Relat. Fields (to appear) MSC: 60F15 60G99 60G15 PDF BibTeX XML
Kuelbs, J.; Ledoux, M. Extreme values and the law of the iterated logarithm. (English) Zbl 0586.60009 Probab. Theory Relat. Fields 74, 319-340 (1987). MSC: 60B12 60B05 60B11 60F10 60F15 28C20 60B10 PDF BibTeX XML Cite \textit{J. Kuelbs} and \textit{M. Ledoux}, Probab. Theory Relat. Fields 74, 319--340 (1987; Zbl 0586.60009) Full Text: DOI
Weiner, Daniel Charles A law of the iterated logarithm for distributions in the generalized domain of attraction of a nondegenerate Gaussian law. (English) Zbl 0572.60011 Probab. Theory Relat. Fields 72, 337-357 (1986). MSC: 60B12 60B05 60F15 60F10 60B11 28C20 60B10 PDF BibTeX XML Cite \textit{D. C. Weiner}, Probab. Theory Relat. Fields 72, 337--357 (1986; Zbl 0572.60011) Full Text: DOI
Kuelbs, J. The LIL when X is in the domain of attraction of a Gaussian law. (English) Zbl 0572.60010 Ann. Probab. 13, 825-859 (1985). Reviewer: M.Ledoux MSC: 60B12 60B11 60F15 60F10 28C20 PDF BibTeX XML Cite \textit{J. Kuelbs}, Ann. Probab. 13, 825--859 (1985; Zbl 0572.60010) Full Text: DOI
Diebolt, Jean Divergence sur l’espace de Wiener et relèvement d’opérateurs différentiels. (French) Zbl 0548.46035 C. R. Acad. Sci., Paris, Sér. I 296, 837-840 (1983). MSC: 46F25 28C20 PDF BibTeX XML Cite \textit{J. Diebolt}, C. R. Acad. Sci., Paris, Sér. I 296, 837--840 (1983; Zbl 0548.46035)
de Acosta, A.; Kuelbs, J. Some results on the cluster set \(C(\{S_n/a_n\})\) and the LIL. (English) Zbl 0507.60002 Ann. Probab. 11, 102-122 (1983). MSC: 60B05 60B11 60B12 60F10 60F15 28C20 60B10 PDF BibTeX XML Cite \textit{A. de Acosta} and \textit{J. Kuelbs}, Ann. Probab. 11, 102--122 (1983; Zbl 0507.60002) Full Text: DOI
Hajek, Bruce; Wong, Eugene Multiple stochastic integrals: Projection and iteration. (English) Zbl 0496.60049 Z. Wahrscheinlichkeitstheor. Verw. Geb. 63, 349-368 (1983). MSC: 60H05 60G35 PDF BibTeX XML Cite \textit{B. Hajek} and \textit{E. Wong}, Z. Wahrscheinlichkeitstheor. Verw. Geb. 63, 349--368 (1983; Zbl 0496.60049) Full Text: DOI
Goodman, V.; Kuelbs, J.; Zinn, J. Some results on the LIL in Banach space with applications to weighted empirical processes. (English) Zbl 0472.60004 Ann. Probab. 9, 713-752 (1981). MSC: 60B05 60F05 60F15 60F10 60B10 28C20 PDF BibTeX XML Cite \textit{V. Goodman} et al., Ann. Probab. 9, 713--752 (1981; Zbl 0472.60004) Full Text: DOI
Kuelbs, J. When is the cluster set of S//n/\(a_ n\) empty? (English) Zbl 0459.60005 Ann. Probab. 9, 377-394 (1981). MSC: 60B12 60B11 60B10 60B05 28C20 PDF BibTeX XML Cite \textit{J. Kuelbs}, Ann. Probab. 9, 377--394 (1981; Zbl 0459.60005) Full Text: DOI
Chang, Mou-Hsiung On delayed averages of Brownian motion in Banach spaces. (English) Zbl 0416.60087 J. Multivariate Anal. 9, 434-441 (1979). MSC: 60J65 60G15 60G17 60F17 28C20 PDF BibTeX XML Cite \textit{M.-H. Chang}, J. Multivariate Anal. 9, 434--441 (1979; Zbl 0416.60087) Full Text: DOI
Helm, Werner Ernst Gaußsche Maße und der zentrale Grenzwertsatz in einigen metrischen linearen Räumen. (German) Zbl 0435.60011 D 83. Fachbereich 3 Mathematik der Technischen Universität Berlin. 86 S. (1978). MSC: 60B12 60B11 60B10 60F05 60F15 60G15 28C20 46A04 46A45 46E30 PDF BibTeX XML