77 citations to 10.2307/3318684 (Crossref Cited-By Service)
  1. Mihai Gradinaru, Francesco Russo, Pierre Vallois, “Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index ${H \ge \frac{1}{4}}$”, Ann. Probab., 31, no. 4, 2003  crossref
  2. Franco Flandoli, Francesco Russo, Jochen Wolf, “Some SDEs with distributional drift.”, Random Operators and Stochastic Equations, 12, no. 2, 2004  crossref
  3. Han Gao, Kun He, Litan Yan, “The quadratic variation for mixed-fractional Brownian motion”, J Inequal Appl, 2016, no. 1, 2016, 310  crossref
  4. Francesco Russo, Pierre Vallois, “Stochastic calculus with respect to continuous finite quadratic variation processes”, Stochastics and Stochastic Reports, 70, no. 1-2, 2000, 1  crossref
  5. Uwe Küchler, Eckhard Platen, “Strong discrete time approximation of stochastic differential equations with time delay”, Mathematics and Computers in Simulation, 54, no. 1-3, 2000, 189  crossref
  6. Rosanna Coviello, Francesco Russo, “Nonsemimartingales: Stochastic differential equations and weak Dirichlet processes”, Ann. Probab., 35, no. 1, 2007  crossref
  7. Nicolas Bouleau, 59, Seminar on Stochastic Analysis, Random Fields and Applications V, 2007, 57  crossref
  8. Xi-Ren Cao, “Relative Time and Stochastic Control With Non-Smooth Features”, IEEE Trans. Automat. Contr., 62, no. 2, 2017, 837  crossref
  9. Theerawat Bhudisaksang, Álvaro Cartea, “Online drift estimation for jump-diffusion processes”, Bernoulli, 27, no. 4, 2021  crossref
  10. Il'dar Abdullovich Ibragimov, Natal'ya Vasil'evna Smorodina, Mikhail Mikhailovich Faddeev, “Одно замечание к формуле Ито”, Теория вероятностей и ее применения, 69, no. 2, 2024, 285  crossref
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