Stochastic integration via white noise analysis

DOI10.1016/S0362-546X(96)00221-0MaRDI QIDQ4378463zbMATH OpenFDO

Authors Hui-Hsiung Kuo

Publication date 17 August 1998

Published in Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

zbMATH Keywords

white noisestochastic integralHitsuda-Skorokhod integral

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Random operators and equations (aspects of stochastic analysis) (60H25)

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Cited in

(11)

• White noise approach to multiparameter stochastic integration
• White noise methods for stochastic integration
• White Noise Approach to stochastic integration
• THE ITÔ TABLE OF THE SQUARE OF WHITE NOISE
• scientific article; zbMATH DE number 1862959 (Why is no real title available?)
• White noise stochastic integration
• White noise approach to stochastic integration
• Stochastic integrals for nonprevisible, multiparameter processes
• scientific article; zbMATH DE number 850909 (Why is no real title available?)
• On stochastic integration for volatility modulated Brownian-driven Volterra processes via white noise analysis
• scientific article; zbMATH DE number 721936 (Why is no real title available?)

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