Stochastic Integration for Some Rough Non‐adapted Processes (Q4321089): Difference between revisions
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| Property / cites work: Stochastic calculus with anticipating integrands / rank | |||
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| Property / cites work: Generalized stochastic integrals and the Malliavin calculus / rank | |||
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| Property / cites work: Derivatives of Wiener functionals and absolute continuity of induced measures / rank | |||
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| Property / cites work: Lectures on stochastic differential equations and Malliavin calculus / rank | |||
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Latest revision as of 11:30, 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)
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2 May 1995
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Skorokhod integral
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Wiener chaos expansion
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Brownian filtration
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