Francesco Russo, Pierre Vallois, 11, Stochastic Calculus via Regularizations, 2022, 165
Aris Spanos, “Probability, Econometrics and Truth: The Methodology of Econometrics”, Journal of the American Statistical Association, 97, № 459, 2002, 921
Christophe Schinckus, “Introduction to econophysics: towards a new step in the evolution of physical sciences”, Contemporary Physics, 54, № 1, 2013, 17
M. Mania, “Semimartingale characterization of generalized derivatives”, Stochastics and Stochastic Reports, 61, № 1-2, 1997, 35
Ju-Yi Yen, Marc Yor, 2088, Local Times and Excursion Theory for Brownian Motion, 2013, 13
Antoine-Marie Bogso, Moustapha Dieye, Olivier Menoukeu Pamen, “Stochastic integration with respect to local time of the Brownian sheet and regularising properties of Brownian sheet paths”, Bernoulli, 29, № 4, 2023
I. A. Ibragimov, N. V. Smorodina, M. M. Faddeev, “On Some Properties of the Fractional Derivative of the Brownian Local Time”, Proc. Steklov Inst. Math., 324, № 1, 2024, 100
I. A. Ibragimov, N. V. Smorodina, M. M. Faddeev, “A Remark on the Itô Formula”, Theory Probab. Appl., 69, № 2, 2024, 227
“Тезисы докладов, представленных на Девятой международной конференции по стохастическим методам”, Теория вероятностей и ее применения, 69, № 4, 2024, 800