An approach to the stochastic calculus in the non-Gaussian case

DOI10.1155/S1048953395000323MaRDI QIDQ1908328zbMATHFDO

Authors A. A. Dorogovtsev

Publication date 18 March 1996

Published in Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/47483

zbMATH Keywords

martingalesstochastic integrationstochastic calculusIto's formulastochastic differentiation

Mathematics Subject Classification ID

Gaussian processes (60G15) Stochastic integrals (60H05) Random operators and equations (aspects of stochastic analysis) (60H25)

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• Gaussian operators and Skorohod integrals of random fields. II
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• Stochastic integrals and adjoint derivatives
• On the properties of an operator of stochastic differentiation constructed on a group
• Stochastic analysis for a non-Markovian generator: an introduction

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