On an extension of the stochastic integral

DOI10.1016/0304-4149(91)90030-GzbMath0744.60056MaRDI QIDQ1180172

Andrzej Russek

Publication date: 27 June 1992

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

differentiation operator on the Wiener spacesufficient condition for existence of the nonadapted extension of the stochastic integral

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Cites Work

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• White noise approach to stochastic integration
• Calculus on Gaussian white noise. II
• Derivatives of Wiener functionals and absolute continuity of induced measures
• An extension of the stochastic integral
• Quadratic functionals of Brownian motion

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