An extension of the two-parameter stochastic forward integral

MaRDI QIDQ3370151zbMATH OpenFDO

Authors Maria Tudor

Publication date 13 October 2006

zbMATH Keywords

generalized Stieltjes integralRiemann Liouville fractional integralSkorohod integralstochastic integral

Mathematics Subject Classification ID

Stochastic integrals (60H05)

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(7)

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• Stochastic integral representations for multiparameter random fields with stationary independent increments
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• Forward integration, convergence and non-adapted pointwise multipliers
• A multiparameter stochastic integral and forward equations

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