Continuity of some anticipating integral processes

DOI10.1016/S0167-7152(97)00118-1zbMATH Open0894.60044MaRDI QIDQ1379912FDOQ1379912

Authors: Yaozhong Hu, David Nualart 

Publication date: 24 June 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

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zbMATH Keywords

Malliavin calculusSobolev spaceClark-Ocone formulaSkorokhod integral

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Stochastic calculus with anticipating integrands
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Generalized stochastic integrals and the Malliavin calculus
• Conditions for sample-continuity and the central limit theorem
• Some moment inequalities for stochastic integrals and for solutions of stochastic differential equations
• Regularity of Skorohod integral processes based on integrands in a finite Wiener chaos

Cited In (4)

• Stochastic evolution equations with random generators
• Continuity of the occupation density for anticipating stochastic integral processes
• Title not available (Why is that?)
• Anticipating stochastic Volterra equations

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