scientific article; zbMATH DE number 780879

zbMATH Open0829.60045MaRDI QIDQ4840798FDOQ4840798

Authors: Maria Jolis, Marta Sanz-Solé 

Publication date: 15 January 1996

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

Recommendations

• Itô type stochastic calculus for some anticipating processes driven by a Skorokhod integral process
• Stochastic integrals of anticipating processes and predictable dual projections
• scientific article; zbMATH DE number 1045654
• Green formulas in anticipating stochastic calculus
• Integrator properties of the skorohod integral

zbMATH Keywords

Malliavin calculusDoob-Meyer decompositionquadratic variationSobolev spaceSkorokhod integralpredictable processesWong-Zakai anticipating integral

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic integrals (60H05)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4840798)