AN ISOMETRY FORMULA FOR A NEW STOCHASTIC INTEGRAL

DOI10.1142/9789814447546_0014zbMath1326.60078OpenAlexW2479051525MaRDI QIDQ3449659

Hui-Hsiung Kuo, Anuwat Sae-Tang, Benedykt Szozda

Publication date: 4 November 2015

Published in: Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789814447546_0014

zbMATH Keywords

Brownian motionconditional expectationpower series expansionstochastic integralbinomial expansionadapted stochastic processesinstantly independent stochastic processesisometry formula

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05)

Related Items (3)

On the Ayed-Kuo stochastic integration for anticipating integrands ⋮ Derivative of certain stochastic integrals with anticipating integrands ⋮ Stochastic Integral for Non-Adapted Processes Related to Sub-Fractional Brownian Motion when $H>1/2$

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