Stochastic calculus with anticipating integrands

DOI10.1007/BF00353876zbMath0629.60061WikidataQ96624319 ScholiaQ96624319MaRDI QIDQ1093993

David Nualart, Etienne Pardoux

Publication date: 1988

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

zbMATH Keywords

anticipating integrandextended Itô formulaextension of Stratonovich's integral

Mathematics Subject Classification ID

Stochastic integrals (60H05)

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