Calcul stochastique non adapté pour des processus à deux paramètres: Formules de changement de variables de type Stratonovitch et de type Skorohod. (Anticipative stochastic calculus for processes with two parameters: Change of variables formulae of Str
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Publication:2277664
DOI10.1007/BF01199789zbMath0725.60053MaRDI QIDQ2277664
Publication date: 1991
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Wiener process; anticipative processes; Skorokhod-type change of variable formula; Stratonovich-type change of variable formula
60H05: Stochastic integrals
Related Items
Forward, backward and symmetric stochastic integration, Green formulas in anticipating stochastic calculus
Cites Work
- Une formule d'Itô pour les martingales continues à deux indices et quelques applications
- Generalized stochastic integrals and the Malliavin calculus
- Stochastic calculus with anticipating integrands
- Stochastic equations of hyperbolic type and a two-parameter Stratonovich calculus
- Stochastic integrals in the plane
- Differentiation formulas for stochastic integrals in the plane
- Generalized multiple stochastic integrals and the representation of wiener functionals
- [https://portal.mardi4nfdi.de/wiki/Publication:3911160 Variations-produit et formule de ito pour les semi-martingales repr�sentables a deux param�tres]
