Skorokhod and pathwise stochastic calculus with respect to an L² process (Q2722256): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Set OpenAlex properties.
 
(3 intermediate revisions by 2 users not shown)
Property / author
 
Property / author: Nicolas Privault / rank
Normal rank
 
Property / author
 
Property / author: Nicolas Privault / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1515/rose.2000.8.3.201 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2067627293 / rank
 
Normal rank

Latest revision as of 19:58, 19 March 2024

scientific article
Language Label Description Also known as
English
Skorokhod and pathwise stochastic calculus with respect to an L² process
scientific article

    Statements

    Skorokhod and pathwise stochastic calculus with respect to an L² process (English)
    0 references
    0 references
    0 references
    11 July 2001
    0 references
    Skorokhod integral
    0 references
    anticipating process
    0 references
    anticipating Itô's formula
    0 references
    pathwise integral
    0 references

    Identifiers