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20102017
most citedApproximating a geometric fractional Brownian motion and related processes via discrete Wick calculus

6 citations · 6 across the 1 of their papers we have counts for

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math.PR2017

Extensions of the Hitsuda-Skorokhod integral

Peter Parczewski

We present alternative definitions of the stochastic integral introduced by Ayew and Kuo and of the Hitsuda-Skorokhod integral extended to domains in -spaces, . Our…

math.PR2016

Discretizing Malliavin calculus

Christian Bender, Peter Parczewski

Suppose is a Brownian motion and is an approximating sequence of rescaled random walks on the same probability space converging to pointwise in probability. We provid…