Calcul anticipatif d'ordre deux

DOI10.1080/17442509308833807zbMath0811.60041OpenAlexW1990338284MaRDI QIDQ4311558

A. Grorud, Monique Pontier

Publication date: 22 November 1994

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

Full work available at URL: https://doi.org/10.1080/17442509308833807

zbMATH Keywords

Skorokhod integralanticipating stochastic calculusstochastic differential geometry

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (3)

Green formulas in anticipating stochastic calculus ⋮ Anticipating differential equation on a manifold and approximations ⋮ Stochastic anticipative calculus on the path space over a compact Riemannian manifold

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