scientific article; zbMATH DE number 140562

MaRDI QIDQ4028989zbMATH OpenFDO

Authors Josép Lluis Solé, Frederic Utzet

Publication date 28 March 1993

Full work available at URL http://www.numdam.org/item?id=SPS_1992__26__410_0, https://eudml.org/doc/113811

zbMATH Keywords

multiple Stratonovich integralmultiple Itô integralPoisson Hu-Meyer formula

Mathematics Subject Classification ID

Stochastic integrals (60H05)

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• Continuous multiplication and Poisson path integrals
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• On the Expectations of Multiple Stratonovich Integrals
• Multiple Stratonovich integral and Hu-Meyer formula for Lévy processes
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