scientific article; zbMATH DE number 4050658

MaRDI QIDQ3787216zbMATH OpenFDO

Authors David Nualart

Publication date 1988

zbMATH Keywords

Ito formulaOgawa integralproperties of the noncausal stochastic integralSkorohod's integralStratonovich integraltypes of noncausal stochastic integrals

Mathematics Subject Classification ID

Stochastic integrals (60H05)

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(26)

• On the Ito formula of noncausal type
• Skorohod and Stratonovich line integrals in the plane
• Occupation densities for stochastic integral processes in the second Wiener chaos
• Transformation of Wiener measure under anticipative flows
• Differentiable measures and the Malliavin calculus
• Forward, backward and symmetric stochastic integration
• Generalized holomorphic processes and differentiability
• Generalized Brownian functionals and the solution to a stochastic partial differential equation
• The generalized covariation process and Itô formula
• Distribution function of the blow up time of the solution of an anticipating random fatigue equation
• Mean value theorems for the noncausal stochastic integral
• Nonprobabilistic analogs of the Cauchy process
• A Lagrangian scheme for numerical evaluation of the noncausal stochastic integral
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• Stochastic Integration for Some Rough Non‐adapted Processes
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• Ito formulas for Skorohod and Skorohod-Stratonovich integrals in the two-parameter case
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• On the Ogawa integrability of noncausal Wiener functionals
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• Four step scheme for general Markovian forward-backward SDEs
• Ogawa integrability and a condition for convergence in the multidimensional case
• Une remarque sur l'approximation de l'integrale stochastique du type noncausal par une suite des integrales de Stieltjes
• Differential calculus on finite codimensional submanifolds of the Wiener space: The divergence operator

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