An extension of Itô's formula for anticipating processes

DOI10.1023/A:1022692024364zbMath0914.60018OpenAlexW1540184672MaRDI QIDQ1266791

David Nualart, Elisa Alòs

Publication date: 20 June 1999

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022692024364

zbMATH Keywords

Skorokhod integralIto's formulatwo-dimensional future

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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