scientific article; zbMATH DE number 4184536

MaRDI QIDQ5750045zbMATH OpenFDO

Authors Maria Jolis, Marta Sanz-Solé

Publication date 1990

zbMATH Keywords

approximation by Riemann sumsgeneralized Itô's formulamultiple Skorokhod integralquadratic variation

Mathematics Subject Classification ID

Stochastic integrals (60H05)

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(8)

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• Discrete-time approximations of stochastic delay equations: the Milstein scheme.
• Green formulas in anticipating stochastic calculus
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• Multiple ogawa, stratonovich and skorohod anticipating integrals
• Ito formulas for Skorohod and Skorohod-Stratonovich integrals in the two-parameter case
• Stochastic integrals for nonprevisible, multiparameter processes

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