About one construction of stochastic integral

MaRDI QIDQ5091291zbMATH OpenFDO

Authors L. Tikanadze

Publication date 26 July 2022

Full work available at URL http://www.viam.science.tsu.ge/enl_ses/vol31/Tikanadze.pdf

zbMATH Keywords

Ito'sIto's formulaStratonovich's and backward stochastic integralsWiener process

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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(3)

• A two-sided stochastic integral and its calculus
• Infinite interval backward stochastic differential equations in the plane
• An equivalent definition for the backwards Itô integral

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