An extension of the stochastic integral

DOI10.1214/aop/1176993868zbMath0499.60066OpenAlexW2079362521MaRDI QIDQ1171832

Marc A. Berger, Victor J. Mizel

Publication date: 1982

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176993868

zbMATH Keywords

homogeneous chaos, resolvent operatorIto-Volterra operators

Mathematics Subject Classification ID

Stochastic integrals (60H05) Volterra integral equations (45D05) Stochastic integral equations (60H20)

Related Items (14)

Forward, backward and symmetric stochastic integration ⋮ Discrete-time approximations of stochastic delay equations: the Milstein scheme. ⋮ A two-sided stochastic integral and its calculus ⋮ Stochastic calculus with anticipating integrands ⋮ A generalization of Itô's lemma ⋮ White noise approach to stochastic integration ⋮ On the class of universally integrable random functions ⋮ Generalized multiple stochastic integrals and the representation of wiener functionals ⋮ Itô's lemma without non-anticipatory conditions ⋮ Linear quadratic control problems of stochastic Volterra integral equations ⋮ Anticipating stochastic Volterra equations ⋮ On an extension of the stochastic integral ⋮ The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time ⋮ Variation of constants formulae for forward and backward stochastic Volterra integral equations

This page was built for publication: An extension of the stochastic integral