On a certain property of paths of extended stochastic integrals

DOI10.1007/BF00971398zbMATH Open0814.60049OpenAlexW2908880767MaRDI QIDQ1335932FDOQ1335932

Authors: A. A. jun. Dorogovtsev 

Publication date: 8 November 1994

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00971398

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zbMATH Keywords

extended stochastic integral[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=multiple+It%EF%BF%BD%EF%BF%BD+integration&go=Go multiple It�� integration]

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Cites Work

• Generalized stochastic integrals for smooth functionals of the white noise

Cited In (4)

• Generalized multiple stochastic integrals and the representation of wiener functionals
• Title not available (Why is that?)
• Optimal extension to Sobolev rough paths
• On the representation of certain classes of stochastic Itô integrals in the form of pathwise Lebesgue integrals

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