Skorokhod and pathwise stochastic calculus with respect to an L² process (Q2722256)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Skorokhod and pathwise stochastic calculus with respect to an L² process |
scientific article |
Statements
Skorokhod and pathwise stochastic calculus with respect to an L² process (English)
0 references
11 July 2001
0 references
Skorokhod integral
0 references
anticipating process
0 references
anticipating Itô's formula
0 references
pathwise integral
0 references
