Stochastic Integration for Some Rough Non‐adapted Processes (Q4321089): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (2 intermediate revisions by 2 users not shown) | |||
| 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/10.1002/mana.19941690113 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2029205292 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Stochastic calculus with anticipating integrands / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Generalized stochastic integrals and the Malliavin calculus / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Derivatives of Wiener functionals and absolute continuity of induced measures / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Lectures on stochastic differential equations and Malliavin calculus / rank | |||
Normal rank | |||
Latest revision as of 10:30, 23 May 2024
scientific article; zbMATH DE number 713652
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Integration for Some Rough Non‐adapted Processes |
scientific article; zbMATH DE number 713652 |
Statements
Stochastic Integration for Some Rough Non‐adapted Processes (English)
0 references
2 May 1995
0 references
Skorokhod integral
0 references
Wiener chaos expansion
0 references
Brownian filtration
0 references
