White noise approach to stochastic integration

DOI10.1016/0047-259X(88)90037-1zbMath0636.60053OpenAlexW2042847706MaRDI QIDQ1098168

Hui-Hsiung Kuo, Andrezej Russek

Publication date: 1988

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(88)90037-1

zbMATH Keywords

white noise calculusextended Stratonovich integralextensions of the Ito integral

Mathematics Subject Classification ID

Brownian motion (60J65) Generalized stochastic processes (60G20) Stochastic integrals (60H05)

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Quantum and non-causal stochastic calculus, Forward, backward and symmetric stochastic integration, A two-sided stochastic integral and its calculus, Stochastic calculus with anticipating integrands, A generalization of Itô's lemma, On stochastic integration by series of Wiener integrals, Itô's lemma without non-anticipatory conditions, MINIMAL VARIANCE HEDGING FOR INSIDER TRADING, On an extension of the stochastic integral, Stochastic integration via white noise analysis, Wiener distributions and white noise analysis, Stochastic integrals for nonprevisible, multiparameter processes, White noise approach to multiparameter stochastic integration, Generalized functions on infinite dimensional spaces and its applications to white noise calculus, Analysis of generalized Lévy white noise functionals, A Note on Paley-Wiener-Zygmund Stochastic Integrals

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