Integrator properties of the skorohod integral

DOI10.1080/17442509208833800zbMath0765.60048OpenAlexW2084372718MaRDI QIDQ4024620

Maria Jolis, Marta Sanz-Solé

Publication date: 4 February 1993

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

Full work available at URL: http://hdl.handle.net/2445/151845

zbMATH Keywords

Wiener processMalliavin calculusSkorokhod integralStratonovich integral

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items (5)

Green formulas in anticipating stochastic calculus ⋮ Anticipating differential equation on a manifold and approximations ⋮ Skorohod integral of a product of two stochastic processes ⋮ Anticipating stochastic Volterra equations ⋮ Analysis of the Rosenblatt process

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