scientific article; zbMATH DE number 1066377

zbMATH Open0888.60042MaRDI QIDQ4357565FDOQ4357565

Authors: David Nualart, Elisa Alòs 

Publication date: 17 March 1998

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Skorokhod integralmaximal inequalities

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Cited In (6)

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

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