Anticipating stratonovich integral with respect to the Azema's martingales

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Publication:3146481

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DOI10.1081/SAP-120004120zbMath1002.60047OpenAlexW2047785441MaRDI QIDQ3146481

Josep Vives, Ciprian A. Tudor

Publication date: 1 January 2003

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sap-120004120

zbMATH Keywords

Poisson process Skorokhod integral Stratonovich integral Azéma martingales normal martingales

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (1)

La martingale d’Azéma

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