scientific article; zbMATH DE number 4192792

MaRDI QIDQ3210642zbMATH OpenFDO

Authors Francesco Russo, Pierre Vallois

Publication date 1991

zbMATH Keywords

analysis of Wiener functionalsItô forward and backward stochastic integralsMalliavin derivativenon-causal stochastic calculusStratonovich integral

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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