Anticipative stochastic integration based on time-space chaos
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Publication:2485780
DOI10.1016/j.spa.2004.03.003zbMath1071.60041MaRDI QIDQ2485780
Publication date: 5 August 2005
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2004.03.003
Cites Work
- On weak Brownian motions of arbitrary order
- Explicit formulae for time-space Brownian chaos.
- Geometry of differential space
- Equivalence of Volterra processes.
- On a Generalization of a Stochastic Integral
- A representation result for time-space Brownian chaos
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