Stochastic integration, trace and the skeleton of wiener functionals

DOI10.1080/17442509008833655zbMATH Open0722.60049OpenAlexW2003100151MaRDI QIDQ3209944FDOQ3209944

Moshe Zakai

Publication date: 1990

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509008833655

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zbMATH Keywords

Malliavin calculustracenonadapted stochastic integralsskeleton of a Wiener functional

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic integrals (60H05)

Cited In (10)

• Title not available (Why is that?)
• INTEGRATION WITH RESPECT TO ANALOGUE OF WIENER MEASURE OVER PATHS IN WIENER SPACE AND ITS APPLICATIONS
• Forward, backward and symmetric stochastic integration
• Title not available (Why is that?)
• Differentiable measures and the Malliavin calculus
• A Note on Paley-Wiener-Zygmund Stochastic Integrals
• Discrete-time approximations of stochastic delay equations: the Milstein scheme.
• \((s, t)\)-weak tractability of Euler and Wiener integrated processes
• Power variation of multiple fractional integrals
• Title not available (Why is that?)

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