scientific article; zbMATH DE number 3934135

MaRDI QIDQ3706261zbMATH OpenFDO

Authors Takeshi Sekiguchi, Yasunobu Shiota

Publication date 1985

zbMATH Keywords

extended stochastic integralsmultiple Wiener integralsnoncausal stochastic integralssymmetric integrals

Mathematics Subject Classification ID

Stochastic integrals (60H05)

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• Belated integrals
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• The Itô formula for anticipative processes with nonmonotonous time scale via the Malliavin calculus
• On the class of universally integrable random functions
• Skorohod and Stratonovich line integrals in the plane
• On L^2-projections on a space of stochastic integrals
• Malliavin differentiability of indicator functions on canonical Lévy spaces
• Numerical solution of stochastic linear heat conduction problem by using new algorithms
• Noncausal stochastic calculus
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• A note on stochastic integrals as \(L^{2}\)-curves

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