scientific article; zbMATH DE number 4060456

MaRDI QIDQ3795002zbMATH OpenFDO

Authors C. Martias

Publication date 1988

zbMATH Keywords

anticipative Hilbertian processesanticipative stochastic differential equationintegration by parts formulaItô-Vent'tsel formulaMalliavin calculusSkorokhod integral

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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• Backward Itô-Ventzell and stochastic interpolation formulae
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