Skorokhod and pathwise stochastic calculus with respect to an L² process (Q2722256): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q221478 |
||
Property / author | |||
Property / author: Nicolas Privault / rank | |||
Revision as of 04:46, 11 February 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
11 July 2001
0 references
Skorokhod integral
0 references
anticipating process
0 references
anticipating Itô's formula
0 references
pathwise integral
0 references