Itô type stochastic calculus for some anticipating processes driven by a Skorokhod integral process

MaRDI QIDQ2736688zbMATH OpenFDO

Authors Ciprian A. Tudor

Publication date 11 September 2001

Published in Analele Universității București. Matematică (Search for Journal in Brave)

zbMATH Keywords

Doob-Meyer decompositionSkorokhod integral

Mathematics Subject Classification ID

Stochastic integrals (60H05)

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Cited in

(13)

• An explicit representation of local times of anticipative processes
• Anticipating integrals and martingales on the Poisson space
• Anticipatory Itô's formula and Hitsuda-Skorokhod integral
• Lévy processes and Itô-Skorokhod integrals
• Martingale-type stochastic calculus for anticipating integral processes
• scientific article; zbMATH DE number 4184536 (Why is no real title available?)
• scientific article; zbMATH DE number 140539 (Why is no real title available?)
• scientific article; zbMATH DE number 780879 (Why is no real title available?)
• scientific article; zbMATH DE number 3986317 (Why is no real title available?)
• scientific article; zbMATH DE number 4034786 (Why is no real title available?)
• Anticipating stratonovich integral with respect to the Azema's martingales
• Skorokhod and pathwise stochastic calculus with respect to an \(L^2\) process
• 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 Stratonovich and of Skorokhod type)

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