Skorokhod and pathwise stochastic calculus with respect to an L² process
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Publication:2722256
DOI10.1515/rose.2000.8.3.201zbMath0973.60062MaRDI QIDQ2722256
Ciprian A. Tudor, Nicolas Privault
Publication date: 11 July 2001
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/rose.2000.8.3.201
60G12: General second-order stochastic processes
60H05: Stochastic integrals
60H07: Stochastic calculus of variations and the Malliavin calculus
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