General Transfer Formula for Stochastic Integral with Respect to Multifractional Brownian Motion
Article in Journal of Theoretical Probability (May 2023)
The most recent citing publications are shown below. View all 21 publications that cite this research output on Dimensions.
Skorohod and Stratonovich integrals for controlled processes
Article in Stochastic Processes and their Applications (August 2022)
Asymptotics of the density of parabolic Anderson random fields
Article in Annales de l Institut Henri Poincaré Probabilités et Statistiques (February 2022)