Matches in SemOpenAlex for { <https://semopenalex.org/work/W2062187428> ?p ?o ?g. }
Showing items 1 to 82 of
82
with 100 items per page.
- W2062187428 endingPage "908" @default.
- W2062187428 startingPage "903" @default.
- W2062187428 abstract "We construct a Stratonovitch–Skorohod-like stochastic integral for general Gaussian processes. We study its sample path regularity and one of its numerical approximating schemes. We also analyze the way it is transformed by an absolutely continuous change of probability and we give an Itô formula. To cite this article: L. Decreusefond, C. R. Acad. Sci. Paris, Ser. I 334 (2002) 903–908. Nous construisons une intégrale stochastique du type Stratonovitch–Skorohod, pour les processus gaussiens généraux. Nous montrons qu'elle peut être approchée par des sommes de type Stratonovitch et nous établissons sa régularité trajectorielle. Nous étudions aussi la façon dont elle se transforme lors d'un changement absolument continu de probabilité. Nous montrons enfin que la formule d'Itô–Stratonovitch est vérifiée. Pour citer cet article : L. Decreusefond, C. R. Acad. Sci. Paris, Ser. I 334 (2002) 903–908." @default.
- W2062187428 created "2016-06-24" @default.
- W2062187428 creator A5027915043 @default.
- W2062187428 date "2002-04-01" @default.
- W2062187428 modified "2023-09-25" @default.
- W2062187428 title "Stochastic integration with respect to Gaussian processes" @default.
- W2062187428 cites W1526623895 @default.
- W2062187428 cites W1554577510 @default.
- W2062187428 cites W1606341567 @default.
- W2062187428 cites W1606625080 @default.
- W2062187428 cites W1873708505 @default.
- W2062187428 cites W2003427294 @default.
- W2062187428 cites W2004095444 @default.
- W2062187428 cites W2019772039 @default.
- W2062187428 cites W2029774109 @default.
- W2062187428 cites W2031537249 @default.
- W2062187428 cites W2057112986 @default.
- W2062187428 cites W2068486809 @default.
- W2062187428 cites W2073408764 @default.
- W2062187428 cites W2127436039 @default.
- W2062187428 cites W2298882547 @default.
- W2062187428 doi "https://doi.org/10.1016/s1631-073x(02)02360-9" @default.
- W2062187428 hasPublicationYear "2002" @default.
- W2062187428 type Work @default.
- W2062187428 sameAs 2062187428 @default.
- W2062187428 citedByCount "10" @default.
- W2062187428 countsByYear W20621874282012 @default.
- W2062187428 countsByYear W20621874282013 @default.
- W2062187428 countsByYear W20621874282014 @default.
- W2062187428 countsByYear W20621874282018 @default.
- W2062187428 crossrefType "journal-article" @default.
- W2062187428 hasAuthorship W2062187428A5027915043 @default.
- W2062187428 hasBestOaLocation W20621874282 @default.
- W2062187428 hasConcept C114614502 @default.
- W2062187428 hasConcept C121332964 @default.
- W2062187428 hasConcept C163716315 @default.
- W2062187428 hasConcept C18903297 @default.
- W2062187428 hasConcept C199343813 @default.
- W2062187428 hasConcept C202444582 @default.
- W2062187428 hasConcept C2777299769 @default.
- W2062187428 hasConcept C2777686260 @default.
- W2062187428 hasConcept C33923547 @default.
- W2062187428 hasConcept C61326573 @default.
- W2062187428 hasConcept C62520636 @default.
- W2062187428 hasConcept C71924100 @default.
- W2062187428 hasConcept C86803240 @default.
- W2062187428 hasConceptScore W2062187428C114614502 @default.
- W2062187428 hasConceptScore W2062187428C121332964 @default.
- W2062187428 hasConceptScore W2062187428C163716315 @default.
- W2062187428 hasConceptScore W2062187428C18903297 @default.
- W2062187428 hasConceptScore W2062187428C199343813 @default.
- W2062187428 hasConceptScore W2062187428C202444582 @default.
- W2062187428 hasConceptScore W2062187428C2777299769 @default.
- W2062187428 hasConceptScore W2062187428C2777686260 @default.
- W2062187428 hasConceptScore W2062187428C33923547 @default.
- W2062187428 hasConceptScore W2062187428C61326573 @default.
- W2062187428 hasConceptScore W2062187428C62520636 @default.
- W2062187428 hasConceptScore W2062187428C71924100 @default.
- W2062187428 hasConceptScore W2062187428C86803240 @default.
- W2062187428 hasIssue "10" @default.
- W2062187428 hasLocation W20621874281 @default.
- W2062187428 hasLocation W20621874282 @default.
- W2062187428 hasLocation W20621874283 @default.
- W2062187428 hasOpenAccess W2062187428 @default.
- W2062187428 hasPrimaryLocation W20621874281 @default.
- W2062187428 hasRelatedWork W1978042415 @default.
- W2062187428 hasRelatedWork W2011922518 @default.
- W2062187428 hasRelatedWork W2017331178 @default.
- W2062187428 hasRelatedWork W2019004897 @default.
- W2062187428 hasRelatedWork W2337187786 @default.
- W2062187428 hasRelatedWork W2905659518 @default.
- W2062187428 hasRelatedWork W2962682765 @default.
- W2062187428 hasRelatedWork W2963526848 @default.
- W2062187428 hasRelatedWork W2966199516 @default.
- W2062187428 hasRelatedWork W3086542228 @default.
- W2062187428 hasVolume "334" @default.
- W2062187428 isParatext "false" @default.
- W2062187428 isRetracted "false" @default.
- W2062187428 magId "2062187428" @default.
- W2062187428 workType "article" @default.