79 citations to 10.2307/3318684 (Crossref Cited-By Service)
  1. Xavier Bardina, Maria Jolis, “An extension of Ito's formula for elliptic diffusion processes”, Stochastic Processes and their Applications, 69, no. 1, 1997, 83  crossref
  2. H. J. Engelbert, J. Wolf, “Strong Markov Local Dirichlet Processes and Stochastic Differential Equations”, Theory Probab. Appl., 43, no. 2, 1999, 189  crossref
  3. Alexey Muravlev, Mikhail Zhitlukhin, “A Bayesian sequential test for the drift of a fractional Brownian motion”, Adv. Appl. Probab., 52, no. 4, 2020, 1308  crossref
  4. S. Moret, D. Nualart, “Generalization of Itô's formula for smooth nondegenerate martingales”, Stochastic Processes and their Applications, 91, no. 1, 2001, 115  crossref
  5. Sergio Angel Almada Monter, “Quadratic covariation estimates in non-smooth stochastic calculus”, Stochastic Processes and their Applications, 125, no. 1, 2015, 343  crossref
  6. Xichao Sun, Litan Yan, Qinghua Zhang, “The quadratic covariation for a weighted fractional Brownian motion”, Stoch. Dyn., 17, no. 04, 2017, 1750029  crossref
  7. Alexander Walsh, “Stochastic integration with respect to additive functionals of zero quadratic variation”, Bernoulli, 19, no. 5B, 2013  crossref
  8. A. V. Shaposhnikov, “Some Remarks on Davie’s Uniqueness Theorem”, Proceedings of the Edinburgh Mathematical Society, 59, no. 4, 2016, 1019  crossref
  9. Xichao Sun, Litan Yan, Xianye Yu, “Quadratic covariations for the solution to a stochastic heat equation with space-time white noise”, Adv Differ Equ, 2020, no. 1, 2020, 254  crossref
  10. Wolf Jochen, “An Itô formula for local dirichlet processes”, Stochastics and Stochastic Reports, 62, no. 1-2, 1997, 103  crossref
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