scientific article; zbMATH DE number 780879

MaRDI QIDQ4840798zbMATH OpenFDO

Authors Maria Jolis, Marta Sanz-Solé

Publication date 15 January 1996

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)

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