Stochastic processes possessing a skorohod integral representation (Q3486598): Difference between revisions
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Property / cites work: Multiple Wiener integral / rank | |||
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Property / cites work: Generalized stochastic integrals and the Malliavin calculus / rank | |||
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Property / cites work: Stochastic calculus with anticipating integrands / rank | |||
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Property / cites work: On a Generalization of a Stochastic Integral / rank | |||
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Latest revision as of 10:21, 21 June 2024
scientific article
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English | Stochastic processes possessing a skorohod integral representation |
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Stochastic processes possessing a skorohod integral representation (English)
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1990
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Wiener-Ito decomposition
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extended stochastic integral
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Skorokhod integral representation
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quadratic variation
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