Peccati, Giovanni; Thieullen, Michèle; Tudor, Ciprian A. Martingale structure of Skorohod integral processes. (English) Zbl 1134.60039 Ann. Probab. 34, No. 3, 1217-1239 (2006). Reviewer: A. A. Dorogovtsev (Kyïv) MSC: 60H05 60H07 60G15 60H10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Roelly, Sylvie; Thieullen, Michéle Duality formula for the bridges of a Brownian diffusion: Application to gradient drifts. (English) Zbl 1079.60036 Stochastic Processes Appl. 115, No. 10, 1677-1700 (2005). Reviewer: Kun Soo Chang (Seoul) MSC: 60G15 60G60 60H10 60J60 × Cite Format Result Cite Review PDF Full Text: DOI Link