An anticipating It\^o formula for L\'evy processes (Q3623886)

From MaRDI portal
Revision as of 17:56, 19 April 2024 by Importer (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
An anticipating It\^o formula for L\'evy processes
scientific article

    Statements

    0 references
    0 references
    0 references
    27 April 2009
    0 references
    0 references
    anticipating Itô formula
    0 references
    canonical Lévy space
    0 references
    chaos decomposition
    0 references
    Skorohod integral
    0 references
    math.PR
    0 references
    0 references