Образец цитирования:
Ю. М. Кабанов, “О расширенных стохастических интегралах”, Теория вероятн. и ее примен., 20:4 (1975), 725–737; Theory Probab. Appl., 20:4 (1976), 710–722
\RBibitem{Kab75}
\by Ю.~М.~Кабанов
\paper О~расширенных стохастических интегралах
\jour Теория вероятн. и ее примен.
\yr 1975
\vol 20
\issue 4
\pages 725--737
\mathnet{http://mi.mathnet.ru/tvp3337}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=397877}
\zmath{https://zbmath.org/?q=an:0355.60047}
\transl
\jour Theory Probab. Appl.
\yr 1976
\vol 20
\issue 4
\pages 710--722
\crossref{https://doi.org/10.1137/1120080}
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/tvp3337
https://www.mathnet.ru/rus/tvp/v20/i4/p725
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Günter Last, Mathew D. Penrose, “Poisson process Fock space representation, chaos expansion and covariance inequalities”, Probab. Theory Relat. Fields, 150:3-4 (2011), 663
Peccati Giovanni, Cengbo Zheng, “Multi-Dimensional Gaussian Fluctuations on the Poisson Space”, Electron. J. Probab., 15:none (2010)
Aleh Yablonski, “The Calculus of Variations for Processes with Independent Increments”, Rocky Mountain J. Math., 38:2 (2008)
Constantin Tudor, “An anticipating calculus for square integrable pure jump Levy processes”, Random Operators and Stochastic Equations, 15:1 (2007), 1
Peccati Giovanni, Murad Taqqu, “Stable convergence of generalized L2 stochastic integrals and the principle of conditioning”, Electron. J. Probab., 12:none (2007)
Giovanni Peccati, Ciprian A. Tudor, “Anticipating integrals and martingales on the Poisson space”, Random Operators and Stochastic Equations, 15:4 (2007), 327
GIULIA DI NUNNO, THILO MEYER-BRANDIS, BERNT ØKSENDAL, FRANK PROSKE, “MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSES”, Infin. Dimens. Anal. Quantum. Probab. Relat. Top., 08:02 (2005), 235
Б. Юксендал, А. Сулем, “Управление с частичным наблюдением в предваряющем окружении”, УМН, 59:2(356) (2004), 161–184; B. Øksendal, A. Sulem, “Partial observation control in an anticipating environment”, Russian Math. Surveys, 59:2 (2004), 355–375
А. М. Вершик, Н. В. Цилевич, “Фоковские факторизации и разложения пространств L2 над общими процессами Леви”, УМН, 58:3(351) (2003), 3–50; A. M. Vershik, N. V. Tsilevich, “Fock factorizations, and decompositions of the L2 spaces over general Lévy processes”, Russian Math. Surveys, 58:3 (2003), 427–472
Jorge A. León, Constantin Tudor, “Chaos decomposition of stochastic bilinear equations with drift in the first Poisson–Itô chaos”, Statistics & Probability Letters, 48:1 (2000), 11
Nicolas Privault, Seminar on Stochastic Analysis, Random Fields and Applications, 1999, 249
Nicolas Privault, “Multiple stochastic integral expansions of arbitrary Poisson jump times functionals”, Statistics & Probability Letters, 43:2 (1999), 179
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“Book Reviews”, Journal of the American Statistical Association, 93:443 (1998), 1231
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David Nualart, Josep Vives, Lecture Notes in Mathematics, 1426, Séminaire de Probabilités XXIV 1988/89, 1990, 155