scientific article; zbMATH DE number 4184539

MaRDI QIDQ5750047zbMATH OpenFDO

Authors A. Grorud

Publication date 1990

zbMATH Keywords

anticipative stochastic processesItô-Stratonovitch correction formulanon-symmetric bracket of two processes

Mathematics Subject Classification ID

Stochastic integrals (60H05)

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Cited in

(1)

• The generalized covariation process and Itô formula

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