Every reference with a DOI in the deposited reference list resolved to a known
work in Crossref or DataCite at the dated check, and none carried a retraction,
withdrawal, or removal notice.
The 13 references without a DOI — listed, not checked
no DOI — not checkedIkeda, N., Watanabe, S.: Stochastic differential equations and diffusion processes. Tokyo: North Holland/Kodanska (1981)
no DOI — not checkedIkeda, N., Watanabe, S.: An introduction to Malliavin's Calculus. Proceedings of the Taniguchy International Symposium on Stochastic Analysis. Katata and Kyoto, 1982, pp. 1–52. Tokyo: Kinokuniya 1984
no DOI — not checkedIto, K.: Multiple Wiener integral. J. Math. Soc. Japan 3, 157–169 (1951)
no DOI — not checkedKunita, H.: Stochastic differential equations and stochastic flows of diffeomorphisms. Ecole d'Eté de Probabilités de Saint-Flour XII 1982. (Lect. Notes Math. vol. 1097, pp. 144–303) Berlin Heidelberg New York Tokyo: Springer 1984
no DOI — not checkedKuo, H.H., Russek, A.: Stochastic integrals in terms of white noise. Preprint Louisiana State Univ., Baton Rouge LA, USA
no DOI — not checkedKree, M., Kree, P.: Continuité de la divergence dans les espaces de Sobolev relatifs à l'espace de Wiener. Note C.R.A.S. t. 296, 833–836 (1983)
no DOI — not checkedMalliavin, P.: Stochastic calculus of variations and hypoelliptic operators. Proceedings of the International Symposium on Stochastic Differential Equations. Kyoto 1976, pp. 195–263. Tokyo: Kinokuniya-Wiley 1978
no DOI — not checkedRosinski, J.: On stochastic integration by series of Wiener integrals. Preprint Univ. North Carolina, Chapell Hill, NC, USA
no DOI — not checkedSekiguchi, T., Shiota, Y.: L
2-theory of noncausal stochastic integrals. Math. Rep. Toyama Univ. 8, 119–195 (1985)
no DOI — not checkedSevljakov, A. Ju.: The Itô formula for the extended stochastic integral. Theor. Probab. Math. Statist. 22, 163–174 (1981)
no DOI — not checkedShigekawa, I.: Derivatives of Wiener functionals and absolute continuity of induced measures. J. Math. Kyoto Univ. 20-2, 263–289 (1980)
no DOI — not checkedUstunel, A.S.: La formule de changement de variable pour l'intégrale anticipante de Skorohod. C.R. Acad. Sci., Paris, Ser. I 303, 329–331 (1986)
no DOI — not checkedWatanabe, S.: Lectures on stochastic differential equations and Malliavin calculus. Tata Institute of Fundamental Research. Berlin Heidelberg New York Tokyo: Springer 1984
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