In this article, we derive a Stratonovich and Skorohod-type change of variables formula for a multidimensional Gaussian process with low Hölder regularity γ (typically γ ≤ 1/4). To this aim, we ...

Stochastic differential equations (SDEs) provide a foundational framework for modelling systems subject to randomness, incorporating both continuous fluctuations and abrupt changes. In recent decades ...

Motivated by Gaussian tests for a time series, we are led to investigate the asymptotic behavior of the residual empirical processes of stochastic regression models. These models cover the fixed ...

Conformal field theory (CFT) and stochastic processes represent two foundational pillars in modern theoretical physics and mathematics, providing a rigorous framework for understanding critical ...