scientific article; zbMATH DE number 1066377

MaRDI QIDQ4357565zbMATH OpenFDO

Authors David Nualart, Elisa Alòs

Publication date 17 March 1998

zbMATH Keywords

maximal inequalitiesSkorokhod integral

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Recommendations

• Integrator properties of the skorohod integral
• Skorohod integral of a product of two stochastic processes
• Skorokhod and pathwise stochastic calculus with respect to an \(L^2\) process

Cited in

(6)

• Stochastic anticipative calculus on the path space over a compact Riemannian manifold
• Exponential tightness of a family of Skorohod integrals
• Localization of the extended stochastic integral
• A maximal inequality for skew Brownian motion
• Drift parameter estimation for nonlinear stochastic differential equations driven by fractional Brownian motion
• Local linear estimator for fractional diffusions

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