Continuity of some anticipating integral processes

DOI10.1016/S0167-7152(97)00118-1MaRDI QIDQ1379912zbMATH OpenFDO

Authors Yaozhong Hu, David Nualart

Publication date 24 June 1998

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

zbMATH Keywords

Malliavin calculusSobolev spaceClark-Ocone formulaSkorokhod integral

Mathematics Subject Classification ID

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

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• scientific article; zbMATH DE number 1223661 (Why is no real title available?)
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• Conditions for sample-continuity and the central limit theorem
• Generalized stochastic integrals and the Malliavin calculus
• Regularity of Skorohod integral processes based on integrands in a finite Wiener chaos
• Some moment inequalities for stochastic integrals and for solutions of stochastic differential equations
• Stochastic calculus with anticipating integrands

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(4)

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• Stochastic evolution equations with random generators
• Continuity of the occupation density for anticipating stochastic integral processes
• Anticipating stochastic Volterra equations

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