On a certain property of paths of extended stochastic integrals

DOI10.1007/BF00971398MaRDI QIDQ1335932zbMATH OpenOpenAlexFDO

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

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)

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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
• scientific article; zbMATH DE number 919330 (Why is no real title available?)
• 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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