Mrongowius, Jan; Rößler, Andreas On the approximation and simulation of iterated stochastic integrals and the corresponding Lévy areas in terms of a multidimensional Brownian motion. (English) Zbl 1491.60076 Stochastic Anal. Appl. 40, No. 3, 397-425 (2022). MSC: 60H05 60H35 PDFBibTeX XMLCite \textit{J. Mrongowius} and \textit{A. Rößler}, Stochastic Anal. Appl. 40, No. 3, 397--425 (2022; Zbl 1491.60076) Full Text: DOI arXiv
Li, Huaiqian; Luo, Dejun Quasi-invariant flow generated by Stratonovich SDE with BV drift coefficient. (English) Zbl 1237.60046 Stochastic Anal. Appl. 30, No. 2, 258-284 (2012). MSC: 60H10 34F05 60J60 PDFBibTeX XMLCite \textit{H. Li} and \textit{D. Luo}, Stochastic Anal. Appl. 30, No. 2, 258--284 (2012; Zbl 1237.60046) Full Text: DOI arXiv
Francq, C.; Zakoïan, J. M. Multivariate ARMA models with generalized autoregressive linear innovation. (English) Zbl 0983.62058 Stochastic Anal. Appl. 18, No. 2, 231-260 (2000). MSC: 62M10 PDFBibTeX XMLCite \textit{C. Francq} and \textit{J. M. Zakoïan}, Stochastic Anal. Appl. 18, No. 2, 231--260 (2000; Zbl 0983.62058) Full Text: DOI
Sultan, Shagufta A.; Tracy, Derrick S. Moments of Wishart distribution. (English) Zbl 0859.62055 Stochastic Anal. Appl. 14, No. 2, 237-243 (1996). Reviewer: W.Stadje (Osnabrück) MSC: 62H10 60E05 60K10 PDFBibTeX XMLCite \textit{S. A. Sultan} and \textit{D. S. Tracy}, Stochastic Anal. Appl. 14, No. 2, 237--243 (1996; Zbl 0859.62055) Full Text: DOI
Holmquist, Björn Expectations of products of quadratic forms in normal variables. (English) Zbl 0848.60019 Stochastic Anal. Appl. 14, No. 2, 149-164 (1996). MSC: 60E99 PDFBibTeX XMLCite \textit{B. Holmquist}, Stochastic Anal. Appl. 14, No. 2, 149--164 (1996; Zbl 0848.60019) Full Text: DOI
Tracy, Derrick S.; Sultan, Shagufta A. Higher order moments of multivariate normal distribution using matrix derivatives. (English) Zbl 0777.60017 Stochastic Anal. Appl. 11, No. 3, 337-348 (1993). Reviewer: A.Spătaru (Bucureşti) MSC: 60E05 PDFBibTeX XMLCite \textit{D. S. Tracy} and \textit{S. A. Sultan}, Stochastic Anal. Appl. 11, No. 3, 337--348 (1993; Zbl 0777.60017) Full Text: DOI
Holmquist, Björn Moments and cumulants of the multivariate normal distribution. (English) Zbl 0661.62036 Stochastic Anal. Appl. 6, No. 3, 273-278 (1988). Reviewer: Su Chun MSC: 62H10 60E05 PDFBibTeX XMLCite \textit{B. Holmquist}, Stochastic Anal. Appl. 6, No. 3, 273--278 (1988; Zbl 0661.62036) Full Text: DOI
Jinadasa, K. G.; Tracy, D. S. Higher order moments of random vectors using matrix derivatives. (English) Zbl 0615.60014 Stochastic Anal. Appl. 4, 399-407 (1986). Reviewer: B.K.Horkelheimer MSC: 60E05 60E10 PDFBibTeX XMLCite \textit{K. G. Jinadasa} and \textit{D. S. Tracy}, Stochastic Anal. Appl. 4, 399--407 (1986; Zbl 0615.60014) Full Text: DOI