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

zbMATH Open0977.60061MaRDI QIDQ2736688FDOQ2736688

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)

Cited In (5)

• An explicit representation of local times of anticipative processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• 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)

Recommendations

• Title not available (Why is that?) 👍 👎
• MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSES 👍 👎
• A Malliavin-type anticipative stochastic calculus 👍 👎
• An extension of Itô's formula for anticipating processes 👍 👎
• Martingale-type stochastic calculus for anticipating integral processes 👍 👎
• Progressive Stochastic Processes and an Application to the Itô Integral 👍 👎
• The Itô formula for anticipative processes with nonmonotonous time scale via the Malliavin calculus 👍 👎
• Anticipatory Itô's formula and Hitsuda-Skorokhod integral 👍 👎

This page was built for publication: Itô type stochastic calculus for some anticipating processes driven by a Skorokhod integral process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2736688)