Stochastic processes possessing a skorohod integral representation

DOI10.1080/17442509008833631MaRDI QIDQ3486598zbMATH OpenOpenAlexFDO

Authors Nguyen Minh Duc, David Nualart

Publication date 1990

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

Full work available at URL https://doi.org/10.1080/17442509008833631

zbMATH Keywords

quadratic variationWiener-Ito decompositionextended stochastic integralSkorokhod integral representation

Mathematics Subject Classification ID

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

Recommendations

• Integrator properties of the skorohod integral
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Cites work

• Generalized stochastic integrals and the Malliavin calculus
• Multiple Wiener integral
• On a Generalization of a Stochastic Integral
• Stochastic calculus with anticipating integrands

Cited in

(9)

• The doob‐meyer decomposition for anticipating processes
• Localization of the extended stochastic integral
• Martingale-type stochastic calculus for anticipating integral processes
• Integral representation of Skorokhod reflection
• Martingale structure of Skorohod integral processes
• The generalized covariation process and Itô formula
• Integrator properties of the skorohod integral
• Skorohod integral of a product of two stochastic processes
• scientific article; zbMATH DE number 4030648 (Why is no real title available?)

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