Skorokhod and pathwise stochastic calculus with respect to an L² process (Q2722256): Difference between revisions
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| Property / DOI: 10.1515/rose.2000.8.3.201 / rank | |||
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| Property / author: Nicolas Privault / rank | |||
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| Property / author: Nicolas Privault / rank | |||
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| Property / full work available at URL: https://doi.org/10.1515/rose.2000.8.3.201 / rank | |||
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| Property / OpenAlex ID: W2067627293 / rank | |||
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| Property / DOI: 10.1515/ROSE.2000.8.3.201 / rank | |||
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Latest revision as of 22:18, 19 December 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)
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11 July 2001
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Skorokhod integral
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anticipating process
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anticipating Itô's formula
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pathwise integral
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