Linear decomposition and anticipating integral for certain random variables

DOI10.31390/JOSA.2.1.06MaRDI QIDQ6923071zbMATH OpenFDO

Authors Ching-Tang Wu, Ju-Yi Yen

Publication date 30 September 2025

Published in Journal of Stochastic Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.31390/JOSA.2.1.06

zbMATH Keywords

adapted stochastic processanticipating integralBrownian motionindependent stochastic processinstantlyItô integral

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Generalizations of martingales (60G48) Stochastic integrals (60H05)

Cites work

• A general Itô formula for adapted and instantly independent stochastic processes
• A stochastic integral for adapted and instantly independent stochastic processes
• An extension of the Itô integral
• scientific article; zbMATH DE number 5855947 (Why is no real title available?)
• scientific article; zbMATH DE number 3919467 (Why is no real title available?)
• scientific article; zbMATH DE number 3651483 (Why is no real title available?)
• scientific article; zbMATH DE number 3638888 (Why is no real title available?)
• The Itô formula for a new stochastic integral

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