Stochastic analysis of the fractional Brownian motion. Zbl 0924.60034
Decreusefond, Laurent; Üstünel, Ali Süleyman |
|
1999
|
Monge-Kantorovitch measure transportation and Monge-Ampère equation on Wiener space. Zbl 1055.60052
Feyel, D.; Üstünel, A. S. |
|
2004
|
An introduction to analysis on Wiener space. Zbl 0837.60051
Üstünel, Ali Süleyman |
|
1995
|
The notion of convexity and concavity on Wiener space. Zbl 0968.60018
Feyel, D.; Üstünel, Ali Süleyman |
|
2000
|
Measure transport on Wiener space and the Girsanov theorem. Zbl 1036.60004
Feyel, Denis; Üstünel, Ali Süleyman |
|
2002
|
Fractional Brownian motion: Theory and applications. Zbl 0914.60019
Decreusefond, Laurent; Üstünel, Ali Süleyman |
|
1998
|
On independence and conditioning on Wiener space. Zbl 0693.60046
Üstünel, Ali Süleyman; Zakai, Moshe |
|
1989
|
Transformation of the Wiener measure under non-invertible shifts. Zbl 0801.60031
Üstünel, A. S.; Zakai, M. |
|
1994
|
Transportation cost inequalities for diffusions under uniform distance. Zbl 1321.60158
Üstünel, Ali Suleyman |
|
2012
|
Transformation of measure on Wiener space. Zbl 0974.46044
Üstünel, Ali Süleyman; Zakai, Moshe |
|
2000
|
Transformation of measure on Wiener space. Zbl 0938.46045
Üstünel, Ali Süleyman; Zakai, Moshe |
|
2000
|
Variational calculation of Laplace transforms via entropy on Wiener space and applications. Zbl 1306.60064
Üstünel, Ali Süleyman |
|
2014
|
Random rotations of the Wiener path. Zbl 0832.60052
Üstünel, Ali Süleyman; Zakai, Moshe |
|
1995
|
On the structure of independence on Wiener space. Zbl 0753.60008
Ustunel, A. S.; Zakai, M. |
|
1990
|
Entropy, invertibility and variational calculus of adapted shifts on Wiener space. Zbl 1196.60104
Üstünel, Ali Süleyman |
|
2009
|
The construction of filtrations on abstract Wiener space. Zbl 0873.60039
Üstünel, Ali Süleyman; Zakai, Moshe |
|
1997
|
Transformation of Wiener measure under anticipative flows. Zbl 0767.60046
Üstünel, Ali Süleyman; Zakai, Moshe |
|
1992
|
Representation of the distributions on Wiener space and stochastic calculus of variations. Zbl 0637.60069
Üstünel, A. S. |
|
1987
|
A characterization of semimartingales on nuclear spaces. Zbl 0466.60006
Ustunel, A. S. |
|
1982
|
On the moments of a multiple Wiener-Ito integral and the space induced by the polynomials of the integral. Zbl 0669.60052
Nualart, D.; Ustunel, A. S.; Zakai, M. |
|
1988
|
Some applications of stochastic integration in infinite dimensions. Zbl 0485.60056
Ustunel, A. S. |
|
1982
|
Additive processes on nuclear spaces. Zbl 0554.60072
Ustunel, A. S. |
|
1984
|
Solution of the Monge-Ampère equation on Wiener space for general log-concave measures. Zbl 1099.60042
Feyel, D.; Üstünel, A. S. |
|
2006
|
The realization of positive random variables via absolutely continuous transformations of measure on Wiener space. Zbl 1189.60110
Feyel, D.; Üstünel, A. S.; Zakai, M. |
|
2006
|
Some relations among classes of \(\sigma\)-fields on Wiener space. Zbl 0699.60039
Nualart, D.; Ustunel, A. S.; Zakai, M. |
|
1990
|
Sufficient conditions for the invertibility of adapted perturbations of identity on the Wiener space. Zbl 1120.60057
Üstünel, Ali Süleyman; Zakai, Moshe |
|
2007
|
Applications of the degree theorem to absolute continuity on Wiener space. Zbl 0794.60033
Üstünel, A. S.; Zakai, M. |
|
1993
|
Tangent processes on Wiener space. Zbl 1005.60068
Hu, Y.; Üstünel, A. S.; Zakai, M. |
|
2002
|
Embedding the abstract Wiener space in a probability space. Zbl 0947.60068
Üstünel, Ali Süleyman; Zakai, Moshe |
|
2000
|
Representation of the distributions on Wiener space and stochastic calculus of variations. Zbl 0638.46031
Üstünel, A. S. |
|
1987
|
The strong solution of the Monge-Ampère equation on the Wiener space for log-concave densities. Zbl 1051.60070
Feyel, Denis; Üstünel, Ali Süleyman |
|
2004
|
Persistence of invertibility in the Wiener space. Zbl 1331.60105
Üstünel, A. S. |
|
2010
|
Some exponential moment inequalities for the Wiener functionals. Zbl 0851.60067
Üstünel, Ali Süleyman |
|
1996
|
The Sard inequality on Wiener space. Zbl 0884.60061
Üstünel, Ali Süleyman; Zakai, Moshe |
|
1997
|
Radonification of cylindrical semimartingales on Hilbert spaces. Zbl 0856.60005
Badrikian, Albert; Üstünel, Ali Süleyman |
|
1996
|
Analysis of random rotations on the Wiener space.
(Analyse de rotations aléatoires sur l’espace de Wiener.) Zbl 0810.60001
Üstünel, Ali Süleyman; Zakai, Moshe |
|
1994
|
A new class of distributions on Wiener spaces. Zbl 0759.60061
Korezlioglu, H.; Üstünel, A. S. |
|
1990
|
Une extension du calcul d’Itô via le calcul des variations stochastiques (The extension of Itô’s calculus via the stochastic variation calculus). Zbl 0575.60056
Üstünel, Ali Süleyman |
|
1985
|
Applications of integration by parts formula for infinite-dimensional semimartingales. Zbl 0602.60049
Ustunel, A. S. |
|
1986
|
Monge-Kantorovich measure transportation, Monge-Ampère equation and the Itô calculus. Zbl 1064.60124
Feyel, Denis; Üstünel, Ali Süleyman |
|
2004
|
Log-concave measures. Zbl 1211.60002
Üstünel, A. S.; Feyel, D. |
|
2010
|
The Itô formula for anticipative processes with nonmonotonous time scale via the Malliavin calculus. Zbl 0635.60059
Ustunel, A. S. |
|
1988
|
Ergodicity of the rotations on the Wiener space.
(Ergodicité des rotations sur l’espace de Wiener.) Zbl 0956.60072
Üstünel, Ali Süleyman; Zakai, Moshe |
|
2000
|
Measures induced on Wiener space by monotone shifts. Zbl 0853.60036
Üstünel, Ali Süleyman; Zakai, Moshe |
|
1996
|
Some applications of the Malliavin calculus to stochastic analysis. Zbl 0623.60069
Ustunel, A. S. |
|
1987
|
Extension of the Itô calculus via the Malliavin calculus. Zbl 0641.60063
Ustunel, A. S. |
|
1988
|
The composition of Wiener functionals with non absolutely continuous shifts. Zbl 0792.60048
Üstünel, A. S.; Zakai, M. |
|
1994
|
Stochastic analysis on Lie groups. Zbl 0892.60058
Üstünel, Ali Süleyman |
|
1998
|
A necessary and sufficient condition for invertibility of adapted perturbations of identity on Wiener space. Zbl 1148.60033
Üstünel, A. Suleyman |
|
2008
|
Stochastic analysis on the Lie group-valued Wiener paths.
(Analyse stochastique sur l’espace de Lie-Wiener.) Zbl 0734.60062
Pontier, Monique; Üstünel, Ali Süleyman |
|
1991
|
Multiple Wiener-Itô integrals: An introductory survey. Zbl 0877.60035
Houdré, Christian; Pérez-Abreu, Víctor; Üstünel, Ali Süleyman |
|
1994
|
Degree theory on Wiener space. Zbl 0883.60037
Üstünel, Ali Süleyman; Zakai, Moshe |
|
1997
|
The change of variables formula on Wiener space. Zbl 0889.60059
Üstünel, Ali Süleyman; Zakai, Moshe |
|
1997
|
Extension of Lipschitz functions on Wiener space. Zbl 0922.60019
Üstünel, Ali Süleyman; Zakai, Moshe |
|
1996
|
Properties of measure-preserving shifts on the Wiener space. Zbl 1003.46027
Üstünel, A. S. |
|
2001
|
Exponential integrability of Wiener functionals.
(Intégrabilité exponentielle de fonctionnelles de Wiener.) Zbl 0777.60079
Üstünel, Ali Süleyman |
|
1992
|
Erratum to: A characterization of semimartingales on nuclear spaces. Zbl 0513.60009
Ustunel, A. S. |
|
1983
|
Construction du calcul stochastique sur un espace de Wiener abstrait. (Construction of the stochastic calculus on an abstract Wiener space). Zbl 0637.60068
Üstünel, Ali Süleyman |
|
1987
|
Some comments on the filtering diffusions and the Malliavin calculus. Zbl 0644.60045
Ustunel, A. S. |
|
1988
|
Caractérisation géométrique de l’indépendance forte sur l’espace de Wiener. II (Geometric characterization of independence on the Wiener space. II). Zbl 0652.60057
Üstünel, Ali Süleyman; Zakaï, Moshe |
|
1988
|
Local invertibility of adapted shifts on Wiener space and related topics. Zbl 1281.60057
Lassalle, Rémi; Üstünel, A. S. |
|
2013
|
Some applications of stochastic calculus on the nuclear spaces to the nonlinear problems. Zbl 0518.60068
Ustunel, A. S. |
|
1983
|
La formule de changement de variables pour l’intégrale anticipante de Skorohod. (The change of variables formula for the anticipative stochastic integral of Skorohod). Zbl 0609.60064
Üstünel, Ali Süleyman |
|
1986
|
Une extension du laplacien sur l’espace de Wiener et la formule d’Itô associée. (An extension of the Laplace operator on the Wiener space and the associated Itô formula). Zbl 0698.60044
Nualart, David; Üstünel, Ali Süleyman |
|
1989
|
A variational approach to the Cameron-Martin-Girsanov- Maruyama-Ramer formula.
(Une approche variationnelle pour la formule de Cameron-Martin-Girsanov- Maruyama-Ramer.) Zbl 0723.60063
Üstünel, Ali Süleyman; Zakai, Moshe |
|
1991
|
Stochastic analysis and related topics. Zbl 0777.00015
|
|
1992
|
Calculation of the Radon-Nikodym density on the Wiener space.
(Calcul de densité de Radon-Nikodym sur l’espace de Wiener.) Zbl 0792.46031
Üstünel, Ali Süleyman; Zakai, Moshe |
|
1993
|
The invertibility of adapted perturbations of identity on the Wiener space. Zbl 1108.60048
Üstünel, A. Suleyman; Zakai, Moshe |
|
2006
|
Caractérisation géometrique de l’indépendance sur l’espace de Wiener. (Geometric characterization of independence on the Wiener space). Zbl 0639.60059
Üstünel, Ali Süleyman; Zakai, Moshe |
|
1988
|
Damped logarithmic Sobolev inequality on the Wiener space. Zbl 0974.46045
Üstünel, Ali Süleyman |
|
2001
|
Distributions, Girsanov and degree theorems on Wiener spaces. Zbl 0818.60034
Korezlioglu, H.; Üstünel, A. S. |
|
1990
|
Application of the calculus of stochastic variations to fractional Brownian motion.
(Application du calcul des variations stochastiques au mouvement brownien fractionnaire.) Zbl 0846.60057
Decreusefond, Laurent; Üstünel, Ali Süleyman |
|
1995
|
Stochastic analysis and related topics VI. Proceedings of the 6th Oslo-Silivri workshop, Geilo, Norway, July 29–August 6, 1996. Zbl 0880.00043
|
|
1998
|
Absolute continuity of monotone shifts on the Wiener space. Zbl 0845.60037
Üstünel, Ali Süleyman; Zakai, Moshe |
|
1996
|
On the uniform integrability of the Radon-Nikodym densities for Wiener measure. Zbl 0952.60003
Üstünel, Ali Süleyman; Zakai, Moshe |
|
1998
|
On the regularity of the solutions of stochastic partial differential equations. Zbl 0557.60044
Ustunel, A. S. |
|
1985
|
Stochastic analysis on nuclear spaces and its applications. Zbl 0589.60046
Ustunel, A. S. |
|
1985
|
Analytic semimartingales and their boundary values. Zbl 0507.60040
Ustunel, A. S. |
|
1983
|
An Itô formula for processes with values in an abstract Wiener space. Zbl 0644.60044
Korezlioglu, H.; Ustunel, A. S. |
|
1988
|
Stochastic analysis and related topics. Proceedings of a workshop held in Silivri, Turkey, July 7-9, 1986. Zbl 0634.00016
|
|
1988
|
The Wiener chaos expansion of certain Radon-Nikodym derivatives. Zbl 0784.60057
Ustunel, A. S.; Zakai, M. |
|
1992
|
A new class of stochastic partial differential equations on the Wiener space. Zbl 0795.60053
Ustunel, A. S. |
|
1992
|
Some measure-preserving point transformations on the Wiener space and their ergodicity. Zbl 1054.60504
Üstünel, A. S.; Zakai, M. |
|
2001
|
Geometric analysis of conditional independence on Wiener space. Zbl 0725.60054
Nualart, D.; Ustunel, A. S. |
|
1991
|
Martingale representation for degenerate diffusions. Zbl 1422.60136
Üstünel, A. S. |
|
2019
|
Entropic solution of the innovation conjecture of T. Kailath. Zbl 1341.60082
Üstünel, Ali Süleyman |
|
2015
|
Probabilistic solution of the American options. Zbl 1163.91016
Üstünel, Ali Süleyman |
|
2009
|
Martingale representation for degenerate diffusions. Zbl 1422.60136
Üstünel, A. S. |
|
2019
|
Entropic solution of the innovation conjecture of T. Kailath. Zbl 1341.60082
Üstünel, Ali Süleyman |
|
2015
|
Variational calculation of Laplace transforms via entropy on Wiener space and applications. Zbl 1306.60064
Üstünel, Ali Süleyman |
|
2014
|
Local invertibility of adapted shifts on Wiener space and related topics. Zbl 1281.60057
Lassalle, Rémi; Üstünel, A. S. |
|
2013
|
Transportation cost inequalities for diffusions under uniform distance. Zbl 1321.60158
Üstünel, Ali Suleyman |
|
2012
|
Persistence of invertibility in the Wiener space. Zbl 1331.60105
Üstünel, A. S. |
|
2010
|
Log-concave measures. Zbl 1211.60002
Üstünel, A. S.; Feyel, D. |
|
2010
|
Entropy, invertibility and variational calculus of adapted shifts on Wiener space. Zbl 1196.60104
Üstünel, Ali Süleyman |
|
2009
|
Probabilistic solution of the American options. Zbl 1163.91016
Üstünel, Ali Süleyman |
|
2009
|
A necessary and sufficient condition for invertibility of adapted perturbations of identity on Wiener space. Zbl 1148.60033
Üstünel, A. Suleyman |
|
2008
|
Sufficient conditions for the invertibility of adapted perturbations of identity on the Wiener space. Zbl 1120.60057
Üstünel, Ali Süleyman; Zakai, Moshe |
|
2007
|
Solution of the Monge-Ampère equation on Wiener space for general log-concave measures. Zbl 1099.60042
Feyel, D.; Üstünel, A. S. |
|
2006
|
The realization of positive random variables via absolutely continuous transformations of measure on Wiener space. Zbl 1189.60110
Feyel, D.; Üstünel, A. S.; Zakai, M. |
|
2006
|
The invertibility of adapted perturbations of identity on the Wiener space. Zbl 1108.60048
Üstünel, A. Suleyman; Zakai, Moshe |
|
2006
|
Monge-Kantorovitch measure transportation and Monge-Ampère equation on Wiener space. Zbl 1055.60052
Feyel, D.; Üstünel, A. S. |
|
2004
|
The strong solution of the Monge-Ampère equation on the Wiener space for log-concave densities. Zbl 1051.60070
Feyel, Denis; Üstünel, Ali Süleyman |
|
2004
|
Monge-Kantorovich measure transportation, Monge-Ampère equation and the Itô calculus. Zbl 1064.60124
Feyel, Denis; Üstünel, Ali Süleyman |
|
2004
|
Measure transport on Wiener space and the Girsanov theorem. Zbl 1036.60004
Feyel, Denis; Üstünel, Ali Süleyman |
|
2002
|
Tangent processes on Wiener space. Zbl 1005.60068
Hu, Y.; Üstünel, A. S.; Zakai, M. |
|
2002
|
Properties of measure-preserving shifts on the Wiener space. Zbl 1003.46027
Üstünel, A. S. |
|
2001
|
Damped logarithmic Sobolev inequality on the Wiener space. Zbl 0974.46045
Üstünel, Ali Süleyman |
|
2001
|
Some measure-preserving point transformations on the Wiener space and their ergodicity. Zbl 1054.60504
Üstünel, A. S.; Zakai, M. |
|
2001
|
The notion of convexity and concavity on Wiener space. Zbl 0968.60018
Feyel, D.; Üstünel, Ali Süleyman |
|
2000
|
Transformation of measure on Wiener space. Zbl 0974.46044
Üstünel, Ali Süleyman; Zakai, Moshe |
|
2000
|
Transformation of measure on Wiener space. Zbl 0938.46045
Üstünel, Ali Süleyman; Zakai, Moshe |
|
2000
|
Embedding the abstract Wiener space in a probability space. Zbl 0947.60068
Üstünel, Ali Süleyman; Zakai, Moshe |
|
2000
|
Ergodicity of the rotations on the Wiener space.
(Ergodicité des rotations sur l’espace de Wiener.) Zbl 0956.60072
Üstünel, Ali Süleyman; Zakai, Moshe |
|
2000
|
Stochastic analysis of the fractional Brownian motion. Zbl 0924.60034
Decreusefond, Laurent; Üstünel, Ali Süleyman |
|
1999
|
Fractional Brownian motion: Theory and applications. Zbl 0914.60019
Decreusefond, Laurent; Üstünel, Ali Süleyman |
|
1998
|
Stochastic analysis on Lie groups. Zbl 0892.60058
Üstünel, Ali Süleyman |
|
1998
|
Stochastic analysis and related topics VI. Proceedings of the 6th Oslo-Silivri workshop, Geilo, Norway, July 29–August 6, 1996. Zbl 0880.00043
|
|
1998
|
On the uniform integrability of the Radon-Nikodym densities for Wiener measure. Zbl 0952.60003
Üstünel, Ali Süleyman; Zakai, Moshe |
|
1998
|
The construction of filtrations on abstract Wiener space. Zbl 0873.60039
Üstünel, Ali Süleyman; Zakai, Moshe |
|
1997
|
The Sard inequality on Wiener space. Zbl 0884.60061
Üstünel, Ali Süleyman; Zakai, Moshe |
|
1997
|
Degree theory on Wiener space. Zbl 0883.60037
Üstünel, Ali Süleyman; Zakai, Moshe |
|
1997
|
The change of variables formula on Wiener space. Zbl 0889.60059
Üstünel, Ali Süleyman; Zakai, Moshe |
|
1997
|
Some exponential moment inequalities for the Wiener functionals. Zbl 0851.60067
Üstünel, Ali Süleyman |
|
1996
|
Radonification of cylindrical semimartingales on Hilbert spaces. Zbl 0856.60005
Badrikian, Albert; Üstünel, Ali Süleyman |
|
1996
|
Measures induced on Wiener space by monotone shifts. Zbl 0853.60036
Üstünel, Ali Süleyman; Zakai, Moshe |
|
1996
|
Extension of Lipschitz functions on Wiener space. Zbl 0922.60019
Üstünel, Ali Süleyman; Zakai, Moshe |
|
1996
|
Absolute continuity of monotone shifts on the Wiener space. Zbl 0845.60037
Üstünel, Ali Süleyman; Zakai, Moshe |
|
1996
|
An introduction to analysis on Wiener space. Zbl 0837.60051
Üstünel, Ali Süleyman |
|
1995
|
Random rotations of the Wiener path. Zbl 0832.60052
Üstünel, Ali Süleyman; Zakai, Moshe |
|
1995
|
Application of the calculus of stochastic variations to fractional Brownian motion.
(Application du calcul des variations stochastiques au mouvement brownien fractionnaire.) Zbl 0846.60057
Decreusefond, Laurent; Üstünel, Ali Süleyman |
|
1995
|
Transformation of the Wiener measure under non-invertible shifts. Zbl 0801.60031
Üstünel, A. S.; Zakai, M. |
|
1994
|
Analysis of random rotations on the Wiener space.
(Analyse de rotations aléatoires sur l’espace de Wiener.) Zbl 0810.60001
Üstünel, Ali Süleyman; Zakai, Moshe |
|
1994
|
The composition of Wiener functionals with non absolutely continuous shifts. Zbl 0792.60048
Üstünel, A. S.; Zakai, M. |
|
1994
|
Multiple Wiener-Itô integrals: An introductory survey. Zbl 0877.60035
Houdré, Christian; Pérez-Abreu, Víctor; Üstünel, Ali Süleyman |
|
1994
|
Applications of the degree theorem to absolute continuity on Wiener space. Zbl 0794.60033
Üstünel, A. S.; Zakai, M. |
|
1993
|
Calculation of the Radon-Nikodym density on the Wiener space.
(Calcul de densité de Radon-Nikodym sur l’espace de Wiener.) Zbl 0792.46031
Üstünel, Ali Süleyman; Zakai, Moshe |
|
1993
|
Transformation of Wiener measure under anticipative flows. Zbl 0767.60046
Üstünel, Ali Süleyman; Zakai, Moshe |
|
1992
|
Exponential integrability of Wiener functionals.
(Intégrabilité exponentielle de fonctionnelles de Wiener.) Zbl 0777.60079
Üstünel, Ali Süleyman |
|
1992
|
Stochastic analysis and related topics. Zbl 0777.00015
|
|
1992
|
The Wiener chaos expansion of certain Radon-Nikodym derivatives. Zbl 0784.60057
Ustunel, A. S.; Zakai, M. |
|
1992
|
A new class of stochastic partial differential equations on the Wiener space. Zbl 0795.60053
Ustunel, A. S. |
|
1992
|
Stochastic analysis on the Lie group-valued Wiener paths.
(Analyse stochastique sur l’espace de Lie-Wiener.) Zbl 0734.60062
Pontier, Monique; Üstünel, Ali Süleyman |
|
1991
|
A variational approach to the Cameron-Martin-Girsanov- Maruyama-Ramer formula.
(Une approche variationnelle pour la formule de Cameron-Martin-Girsanov- Maruyama-Ramer.) Zbl 0723.60063
Üstünel, Ali Süleyman; Zakai, Moshe |
|
1991
|
Geometric analysis of conditional independence on Wiener space. Zbl 0725.60054
Nualart, D.; Ustunel, A. S. |
|
1991
|
On the structure of independence on Wiener space. Zbl 0753.60008
Ustunel, A. S.; Zakai, M. |
|
1990
|
Some relations among classes of \(\sigma\)-fields on Wiener space. Zbl 0699.60039
Nualart, D.; Ustunel, A. S.; Zakai, M. |
|
1990
|
A new class of distributions on Wiener spaces. Zbl 0759.60061
Korezlioglu, H.; Üstünel, A. S. |
|
1990
|
Distributions, Girsanov and degree theorems on Wiener spaces. Zbl 0818.60034
Korezlioglu, H.; Üstünel, A. S. |
|
1990
|
On independence and conditioning on Wiener space. Zbl 0693.60046
Üstünel, Ali Süleyman; Zakai, Moshe |
|
1989
|
Une extension du laplacien sur l’espace de Wiener et la formule d’Itô associée. (An extension of the Laplace operator on the Wiener space and the associated Itô formula). Zbl 0698.60044
Nualart, David; Üstünel, Ali Süleyman |
|
1989
|
On the moments of a multiple Wiener-Ito integral and the space induced by the polynomials of the integral. Zbl 0669.60052
Nualart, D.; Ustunel, A. S.; Zakai, M. |
|
1988
|
The Itô formula for anticipative processes with nonmonotonous time scale via the Malliavin calculus. Zbl 0635.60059
Ustunel, A. S. |
|
1988
|
Extension of the Itô calculus via the Malliavin calculus. Zbl 0641.60063
Ustunel, A. S. |
|
1988
|
Some comments on the filtering diffusions and the Malliavin calculus. Zbl 0644.60045
Ustunel, A. S. |
|
1988
|
Caractérisation géométrique de l’indépendance forte sur l’espace de Wiener. II (Geometric characterization of independence on the Wiener space. II). Zbl 0652.60057
Üstünel, Ali Süleyman; Zakaï, Moshe |
|
1988
|
Caractérisation géometrique de l’indépendance sur l’espace de Wiener. (Geometric characterization of independence on the Wiener space). Zbl 0639.60059
Üstünel, Ali Süleyman; Zakai, Moshe |
|
1988
|
An Itô formula for processes with values in an abstract Wiener space. Zbl 0644.60044
Korezlioglu, H.; Ustunel, A. S. |
|
1988
|
Stochastic analysis and related topics. Proceedings of a workshop held in Silivri, Turkey, July 7-9, 1986. Zbl 0634.00016
|
|
1988
|
Representation of the distributions on Wiener space and stochastic calculus of variations. Zbl 0637.60069
Üstünel, A. S. |
|
1987
|
Representation of the distributions on Wiener space and stochastic calculus of variations. Zbl 0638.46031
Üstünel, A. S. |
|
1987
|
Some applications of the Malliavin calculus to stochastic analysis. Zbl 0623.60069
Ustunel, A. S. |
|
1987
|
Construction du calcul stochastique sur un espace de Wiener abstrait. (Construction of the stochastic calculus on an abstract Wiener space). Zbl 0637.60068
Üstünel, Ali Süleyman |
|
1987
|
Applications of integration by parts formula for infinite-dimensional semimartingales. Zbl 0602.60049
Ustunel, A. S. |
|
1986
|
La formule de changement de variables pour l’intégrale anticipante de Skorohod. (The change of variables formula for the anticipative stochastic integral of Skorohod). Zbl 0609.60064
Üstünel, Ali Süleyman |
|
1986
|
Une extension du calcul d’Itô via le calcul des variations stochastiques (The extension of Itô’s calculus via the stochastic variation calculus). Zbl 0575.60056
Üstünel, Ali Süleyman |
|
1985
|
On the regularity of the solutions of stochastic partial differential equations. Zbl 0557.60044
Ustunel, A. S. |
|
1985
|
Stochastic analysis on nuclear spaces and its applications. Zbl 0589.60046
Ustunel, A. S. |
|
1985
|
Additive processes on nuclear spaces. Zbl 0554.60072
Ustunel, A. S. |
|
1984
|
Erratum to: A characterization of semimartingales on nuclear spaces. Zbl 0513.60009
Ustunel, A. S. |
|
1983
|
Some applications of stochastic calculus on the nuclear spaces to the nonlinear problems. Zbl 0518.60068
Ustunel, A. S. |
|
1983
|
Analytic semimartingales and their boundary values. Zbl 0507.60040
Ustunel, A. S. |
|
1983
|
A characterization of semimartingales on nuclear spaces. Zbl 0466.60006
Ustunel, A. S. |
|
1982
|
Some applications of stochastic integration in infinite dimensions. Zbl 0485.60056
Ustunel, A. S. |
|
1982
|