Anticipating integrals for a class of martingales
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Publication:1385008
DOI10.2307/3318533zbMath0897.60058OpenAlexW2089724057MaRDI QIDQ1385008
Jin Ma, Jaime San Martín, Philip E. Protter
Publication date: 25 May 1998
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1175865491
integration by parts formulaMalliavin derivativechaos decompositionnormal martingaleanticipating stochastic differential equationanticipating stochastic integralstructure equation
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