An anticipating It\^o formula for L\'evy processes

zbMath1164.60041arXiv0808.0035MaRDI QIDQ3623886

Josep Vives, Jorge A. Leon, Elisa Alòs

Publication date: 27 April 2009

Full work available at URL: https://arxiv.org/abs/0808.0035

zbMATH Keywords

chaos decompositionSkorohod integralcanonical Lévy spaceanticipating Itô formula

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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