Stochastic processes possessing a skorohod integral representation

DOI10.1080/17442509008833631zbMATH Open0706.60055OpenAlexW2008263342MaRDI QIDQ3486598FDOQ3486598

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

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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)

Cites Work

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

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
• Title not available (Why is that?)

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