A two-sided stochastic integral and its calculus

DOI10.1007/BF00390274zbMath0608.60058OpenAlexW2068443142MaRDI QIDQ1085890

Philip E. Protter, Etienne Pardoux

Publication date: 1987

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00390274

zbMATH Keywords

generalized stochastic integralsanticipating integrandsforward and backward diffusions

Mathematics Subject Classification ID

Stochastic integrals (60H05) Boundary theory for Markov processes (60J50)

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